System Identification Toolbox

Model Structure Selection and Validation

After you have been analyzing data for some time, you typically end up with a large collection of models with different orders and structures. You need to decide which one is best, and if the best description is an adequate model for your purposes. These are the problems of model validation.

Model validation is the heart of the identification problem, but there is no absolute procedure for approaching it. It is wise to be equipped with a variety of different tools with which to evaluate model qualities. This section describes the techniques you can use to evaluate model qualities using the System Identification Toolbox.

Discrete and Continuous Time Models

Comparing Different Structures