Option set for
opt = bjOptions
opt = bjOptions(Name,Value)
the default options set for
opt = bjOptions
an option set with the options specified by one or more
opt = bjOptions(
Specify optional pairs of arguments as
the argument name and
Value is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name in quotes.
InitialCondition — Handling of initial conditions
'auto' (default) |
Handling of initial conditions during estimation, specified as one of the following values:
'zero'— The initial conditions are set to zero.
'estimate'— The initial conditions are treated as independent estimation parameters.
'backcast'— The initial conditions are estimated using the best least squares fit.
'auto'— The software chooses the method to handle initial conditions based on the estimation data.
Advanced — Additional advanced options
Additional advanced options, specified as a structure with the following fields:
ErrorThreshold— Specifies when to adjust the weight of large errors from quadratic to linear.
Errors larger than
ErrorThresholdtimes the estimated standard deviation have a linear weight in the loss function. The standard deviation is estimated robustly as the median of the absolute deviations from the median of the prediction errors, divided by
0.7. For more information on robust norm choices, see section 15.2 of .
ErrorThreshold = 0disables robustification and leads to a purely quadratic loss function. When estimating with frequency-domain data, the software sets
ErrorThresholdto zero. For time-domain data that contains outliers, try setting
MaxSize— Specifies the maximum number of elements in a segment when input-output data is split into segments.
MaxSizemust be a positive integer.
StabilityThreshold— Specifies thresholds for stability tests.
StabilityThresholdis a structure with the following fields:
s— Specifies the location of the right-most pole to test the stability of continuous-time models. A model is considered stable when its right-most pole is to the left of
z— Specifies the maximum distance of all poles from the origin to test stability of discrete-time models. A model is considered stable if all poles are within the distance
zfrom the origin.
AutoInitThreshold— Specifies when to automatically estimate the initial condition.
The initial condition is estimated when
ymeas is the measured output.
yp,z is the predicted output of a model estimated using zero initial states.
yp,e is the predicted output of a model estimated using estimated initial states.
opt — Options set for
bjOptions option set
Option set for
bjOptions option set.
Create Default Options Set for Box-Jenkins Estimation
opt = bjOptions;
Specify Options for Box-Jenkins Estimation
Create an options set for
bj using zero initial conditions for estimation. Set
opt = bjOptions('InitialCondition','zero','Display','on');
Alternatively, use dot notation to set the values of
opt = bjOptions; opt.InitialCondition = 'zero'; opt.Display = 'on';
 Wills, Adrian, B. Ninness, and S. Gibson. “On Gradient-Based Search for Multivariable System Estimates”. Proceedings of the 16th IFAC World Congress, Prague, Czech Republic, July 3–8, 2005. Oxford, UK: Elsevier Ltd., 2005.
 Ljung, L. System Identification: Theory for the User. Upper Saddle River, NJ: Prentice-Hall PTR, 1999.
Version HistoryIntroduced in R2012a
R2018a: Renaming of Estimation and Analysis Options
The names of some estimation and analysis options were changed in R2018a. Prior names still work. For details, see the R2018a release note Renaming of Estimation and Analysis Options.