System Identification Toolbox

Parameter Estimation

ar	Estimate AR model.
armax	Estimate ARMAX model.
arx	Estimate ARX model using least squares.
bj	Estimate Box-Jenkins model.
ivar	Estimate AR model using instrumental variable methods.
iv4	Estimate ARX model using four-stage instrumental variable method.
oe	Estimate Output-Error model.
n4sid	Estimate state-space model using subspace method.
pem	Estimate general linear model.