System Identification Toolbox

Estimating Models

The Basics

Estimating models from data is the central activity in the System Identification Toolbox. It is also the one that offers the most variety of possibilities and thus is the most demanding one for the user.

All estimation routines are accessed from the pop-up menu Estimate in the
ident window. The models are always estimated using the data set that is currently in the Working Data box.

One can distinguish between two different types of estimation methods:

• Direct estimation of the Impulse or the Frequency Response of the system. These methods are often also called nonparametric estimation methods, and do not impose any structure assumptions about the system, other than that it is linear.
• Parametric methods. A specific model structure is assumed, and the parameters in this structure are estimated using data. This opens up a large variety of possibilities, corresponding to different ways of describing the system. Dominating ways are state-space and several variants of difference equation descriptions.

Simulating Data

Direct Estimation of the Impulse Response