User`s guide

7 Recursive Techniques for Model Identification
adm and adg specify any of the four recursive algorithm, as described in
“Algorithms for Recu rsive Estimation” on pag e 7-6.
The following table summarizes the recursive estimation commands
supported by the System Identification Toolbox product. The command
description indicates whether you can estimate single-in pu t, single-output,
multip le-input, and mult iple-outpu t, and time-series (no i nput) models. For
details about each command, see the corresponding reference page.
Tip For ARX and AR models, use rarx. For single-input/single-output
ARMAX or A RMA , Box-Jenkins, and Output-Error m odels, use
rarmax, rbj,
and
roe,respectively.
Commands for Linear Recursive Estimation
Command
Description
rarmax
Estimate parameters of
single-input/single-output ARMAX
and ARMA models.
rarx
Estimate parameters of single- or
multiple-input and single-output ARX
and AR models. Does not support
multiple-output system.
rbj
Estimate parameters of
single-input/single-output Box-Jenkins
models.
roe
Estimate parameters of
single-input/single-output Output-Error
models.
7-4