System Identification Toolbox

Transient Response

Good and simple insight into a model's dynamic properties is obtained by looking at its step response or impulse response. This is the output of the model when the input is a step or an impulse. These responses are plotted when the Model View Transient Response is checked.

It is quite informative to compare the transient response of a parametric model, with the one that was estimated using correlation analysis. If there is good agreement between the two, you can be quite confident that some essentially correct features have been picked up. It is useful to check the confidence intervals around the responses to see what "good agreement" could mean quantitatively.

Many models provide a description of the additive disturbance v(t).

v(t)=H(z)e(t)

Here H(z) is a transfer function that describes how the disturbance v(t) can be thought of as generated by sending white noise e(t) through it. To display the properties of H, you can choose channels (in the Channel menu) that have noise components as inputs. The names of these channels are like e@ynam, for the noise component that directly affects the output with name ynam.

Frequency Response and Disturbance Spectra

Poles and Zeros