System Identification Toolbox | ![]() ![]() |
Noise-Free Simulations
To check whether a model is capable of reproducing the observed output when driven by the actual input, you can run a simulation.
u = Data(:,[],:) % Extracting the input from the data yh = sim(Model,u) y = Data(:,:,[]) % extracting the output from the data plot(y,yh)
The same result is obtained by
It is a much tougher and revealing test to perform this simulation, as well as the residual tests, on a fresh data set Data
that was not used for the estimation of the model Model
. This is called cross validation.
![]() | Model Error Models | Assessing the Model Uncertainty | ![]() |