Loss functions for sets of ARX model structures
v = ivstruc(ze,zv,NN)
v = ivstruc(ze,zv,NN,p,maxsize)
v = ivstruc(ze,zv,NN) computes the loss
functions for sets of ARX model structures.
a matrix that defines a number of different structures of the ARX
type. Each row of
NN is of the form
nn = [na nb nk]
with the same interpretation as described for
struc for easy generation
containing output-input data. Only time-domain data is supported.
Models for each model structure defined in
estimated using the instrumental variable (IV) method on data set
The estimated models are simulated using the inputs from data set
The normalized quadratic fit between the simulated output and the
measured output in
zv is formed and returned in
The rows below the first row in
v are the transpose
NN, and the last row contains the logarithms
of the condition numbers of the IV matrix
A large condition number indicates that the structure is of unnecessarily high order (see Ljung, L. System Identification: Theory for the User, Upper Saddle River, NJ, Prentice-Hal PTR, 1999, p. 498).
The information in
v is best analyzed using
The routine is for single-output systems only.
v = ivstruc(ze,zv,NN,p,maxsize) specifies
the computation of condition numbers and the size of largest matrix
formed during computations. If
p is equal to zero,
the computation of condition numbers is suppressed.
the speed/memory trade-off.
The IV method used does not guarantee that the models obtained
are stable. The output-error fit calculated in
Compare the effect of different orders and delays, using the same data set for both the estimation and validation.
load iddata1 z1; v = ivstruc(z1,z1,struc(1:3,1:2,2:4)); nn = selstruc(v) m = iv4(z1,nn);
Ljung, L. System Identification: Theory for the User, Upper Saddle River, NJ, Prentice-Hal PTR, 1999.