- Create model template, e.g., sys = idss(...)
- Specify bounds on parameters; sys.Structure.<parameter>.Minimum = ...
- Identify the structured model: sys2 = <estimator>(data, sys)
How can I add contraints to a model ( non linear arx, arx, armax ...) ?
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Hello,
I have a set of data which describes a temperature process. The dataset contains various temperatures from sensors and
the voltage input. I already estimated several models from the data, but I wondered if it is possible to add contraints
when I create the models? For example I would like to state that the minimum Temperature for all sensors is 25 degrees (since
that is room temperature). Is it possible to include that information to may model somehow?
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Accepted Answer
Rajiv Singh
on 5 Aug 2019
If the constraints can be expressed as lower or upper bounds on the model's parameters, the estimations routines will handle them. The process looks like:
For more complex constraints, such as parameter inter-relationships, you need to use the grey box modeling approach. See:
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