User`s guide

8 Model Analysis

Creating Noise-Spectrum Plots

In this section...

“Supported Models” on page 8-40

“What Does a Noise SpectrumPlotShow?”onpage8-40

“Displaying the Conﬁdence Interval” on page 8-41

“How to Plot the Noise Spectrum Using the GUI” on page 8-42

“How to Plot the Noise Spectrum at the Command Line” o n page 8-45

Supported Models

When you e stimate the noise model of your linear system, you can plot the

spectrum of the estimated noise model. Noise-spectrum plots are available for

all linear param etric models and spectral analysis (nonparametric) models.

Note For n onlinear models and correlation analysis models, n oise-spectrum

plots are not available. For time-series models, you can only generate

noise-spectrum plots for parametric and spectral-analysis models.

What Does a Noise Spectrum Plot Show?

The general equation of a linear dynamic system is given b y:

yt G zut vt() ( ) () ()=+

In this equation, G is an operator that takes the input to the output and

captures the system dynamics, and v is the additive n oise term. The toolbox

treats the noise term as ﬁltered white noise, as follows:

vt H zet() ( )()=

The toolbox c

omputes both H and

during the estimatio n of the nois e mo del

and stores t

hese quantities as model properties. The H(z) operator represents

the n oise model. e(t) is a white-nois e source with variance

8-40