Selecting the Order of State-space Models

The plot shows the singular values of a certain covariance matrix constructed from the observed data as a function of the model order (the x-axis).

The singular value corresponding to order n is a measure of how much the n'th component of the state vector contributes to the input-output behavior of the model.

A resonable choice of model order n is one where the singular values to the right of n are small compared to those to the left.

Click on any of the bars using the (right) mouse button and the associated order will be inserted into the edit box. Alternately, type in any value you want. The singular value information of the selected order is displayed. Press Insert to insert the model into the ident Model board.

The non-filled bars, extending beyond the orders asked for, are also possible choices. The corresponding models are not fully utilizing the data information, though.

Help topics.

(file selordss.htm)