User`s guide

Using Residual Analysis Plots to Validate M odels
Note If you are working in the System Identification Tool GUI, you can
specify a custom confidence interval. If you are using the
resid command, the
confidence interface is fixed at 99 %.
The confidence interval corresponds to the range of residual values with a
specific probability of being statistically insignificant for the system. The
toolbox u ses the estimated uncertainty in the model parameters to calculate
confidence intervals and assumes the estimates have a Gaussian distribution.
For example, for a 95% confidence interval, the region around zero represents
the range of residual values that have a 95% probability of being statistically
insignificant. You can specify the confidence interval as a probability
(between 0 and 1) or as the number of standard deviations of a Gaussian
distribution. For example, a probability of 0.99 (99%) corresponds to 2.58
standard deviations.
How to Plot Residuals Using the GUI
To create a residual analysis plot for parametric linear and nonline ar models
in the System Identification Tool GUI, select the Model resids check box in
the Model Views area. For general information about creating and working
with plots, see “Working with Plots in the System Identificatio n Tool GUI” on
page 12-15.
To include or exclude a model on the plot, click the corresponding model icon
in the System Identification Tool G U I. Active models display a thick line
inside the Model Board icon.
The following table summarizes the Residual Analysis plot settings.
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