Estimating Models

The pop-up menu Estimate provides various methods for estimating models based on the Working Data set. The models will be inserted into the Models board.

The pop-up has the following choices:

Parametric models...
  Opens a dialog, which allows you to generate dynamic linear models with different structures, orders, and delays. A model structure characterizes the relationship between input and output data and between unknown noise sources and the output data. Supported model structures include ARX, ARMAX, Output Error (OE), Box-Jenkins (BJ), State-Space, and others.
Spectral model
  Directly estimates the system's frequency response from the data using either Fourier Transform techniques or the Blackman-Tukey approach.
Correlation model
  Directly estimates the system's transient response (impulse response) by correlating filtered versions of the input-output data.
Quick start
  Performs correlation analysis and spectral analysis. Computes a default ARX model with a delay heuristically determined based on the estimated impulse reponse of the system.

Help topics.

(file idestm.htm)