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.

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