System Identification Toolbox

Checking Pole-Zero Cancellations

A near pole-zero cancellation in the dynamics model is an indication that the model order may be too high. To judge if a "near" cancellation is a real cancellation, take the uncertainties in the pole- and zero-locations into consideration

• pzmap(mod,'sd',1)
  

where the 1 indicates how many standard-deviations wide the confidence interval is. If the confidence regions of a zero and a pole overlap, try lower model orders.

This check is especially useful when the models have been generated by arx. As mentioned previously, the orders can be pushed up because of the requirement that 1/A(q) describe the disturbance characteristics. Checking cancellations in B(q)/A(q) then gives a good indication of which orders to chose from model structures like armax, oe, and bj.

Impulse Response to Determine Delays

Residual Analysis