System Identification Toolbox

Step 2: Getting a Feel for the Difficulties

Apply Quickstart under pop-up menu Estimate in the main ident window. This will compute and display the spectral analysis estimate and the correlation analysis estimate, as well as a fourth order ARX model with a delay estimated from the correlation analysis and a default order state-space model computed by n4sid. This gives three plots. Look at the agreement between the:

• Spectral Analysis estimate and the ARX and state-space models' frequency functions
• Correlation Analysis estimate and the ARX and state-space models' transient responses
• Measured Validation Data output and the ARX and state-space models' simulated outputs

If these agreements are reasonable, the problem is not so difficult, and a relatively simple linear model will do a good job. Some fine tuning of model orders, and noise models have to be made and you can proceed to Step 4. Otherwise go to Step 3.

Step 1: Looking at the Data

Step 3: Examining the Difficulties