| System Identification Toolbox | |
Reconstruct missing input and output data.
Syntax
Description
Data is input-output data in the iddata object format. Missing data samples (both in inputs and in outputs) are entered as NaN.
Datae is an iddata object where the missing data has been replaced by reasonable estimates.
Model is any idmodel (idarx, idgrey, idpoly, idss) used for the reconstruction of missing data.
If no suitable model is known, it will be estimated in an iterative fashion using default order state-space models.
Maxiter is the maximum number of iterations carried out (default 10). The iterations will be terminated when the difference between two consecutive data estimates differ by less than tol%. The default value of tol is 1.
Algorithm
For a given model, the missing data are estimated as parameters so as to minimize the output prediction errors obtained from the reconstructed data. See Section 14.2 in Ljung (1999). Treating missing outputs as parameters is not the best approach from a statistical point of view, but is a good approximation in many cases.
When no model is given, the algorithm alternates between estimating missing data and estimating models, based on the current reconstruction.
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