Model Order Selection

To select good model orders, there are two useful functions in ident.

When they are available, a button Order Selection is visible in the Parametric Models window. Push that button for default order ranges.

For ARX models many models can be estimated simultaneously, and evaluated using the validation data. To achieve this, select Parametric Models in the Estimate pop-up menu in the ident window. Then for each required oder (na, nb, and nk) enter a vector, using MATLAB's colon notation. (You can also use the Order editor for this, or create the expression as a variable in the Command Window and enter the name of this variable in the Order box.)

When you press Estimate, models corresponding to all combinations of orders will be computed. These models will be evaluated using the validation data and their fit will be displayed in a special dialog window. Here you can select which model(s) to enter into the model board. This is a counterpart of ARXSTRUC and SELSTRUC in the command line use of the Toolbox.

For state space models many orders can be evaluated simultaneously using the N4SID method. Select the State-space model structure in the Parametric Models dialog. Just enter a vector (using MATLAB's colon notation) for the model order, and a plot that displays corresponding models' properties will be opened. Click in this plot to select which model(s) to insert into the model board.

See N4SID in the Command Reference Manual for more information.

Help topics.

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