System Identification Toolbox    

User Defined Model Structures

State-Space Structures

The System Identification Toolbox supports user-defined linear state-space models of arbitrary structure. Using the idmodel idss, known and unknown parameters in the A, B, C, D, K, and X0 matrices can be easily defined both for discrete- and continuous-time models. The idgrey object allows you to use a completely arbitrary greybox structure, defined by an M-file. The model object properties can be easily manipulated. See idss and idgrey in Chapter 4, "Command Reference" and Structured State-Space Models with Free Parameters: the idss Model

To use these structures in conjunction with the GUI, just define the appropriate structure in the MATLAB command window. Then use the Structure pop-up menu to select By Initial Model and enter the variable name of the structure in the edit box Initial Model in the Parametric Models window and select Estimate.

Any Model Structure

Arbitrary model structures can be defined using the System Identification Toolbox model objects:

In addition, all estimation commands create model structures in terms of the resulting models.

Enter the name of any model structure in the box Orders (or Initial model) in the window Parametric Models and then select Estimate. Then the parameters of the model structure are adjusted to the chosen Working Data set. The method is a standard prediction error/maximum likelihood approach that iteratively searches for the minimum of a criterion. Options that govern this search are accessed by the Option button in the Iteration Control window.

The name of the initial model must be a variable either in the workspace or in the Model Board. In the latter case you can just drag and drop it over the
Orders/Initial model edit box.


  State-Space Models Examining Models