System Identification Toolbox

Recursive Parameter Estimation

rarmax	Estimate ARMAX or ARMA models recursively.
rarx	Estimate ARX or AR models recursively.
rbj	Estimate Box-Jenkins models recursively.
roe	Estimate Output-Error models (IIR-filters) recursively.
rpem	Estimate general input-output models using a recursive prediction error method.
rplr	Estimate general input-output models using a recursive pseudo-linear regression method.
segment	Segment data and estimate models for each segment.

Model Structure Selection

General