Commands for Model Estimation
The following tables summarize System Identification Toolbox™ commands for offline and online estimation. For detailed information about using each command, see the corresponding reference page.
You can compile all the estimation commands using MATLAB®
Compiler™ software.
Using MATLAB
Coder™ software, you can only generate C and C++ code
for online estimation commands, except for rpem
, rplr
,
and segment
.
Commands for Offline Estimation
Model Type | Estimation Commands |
---|---|
Transfer function models | tfest |
Process models (low-order transfer functions expressed in time-constant form) | procest |
Linear input-output polynomial models | armax (ARMAX and ARIMAX
models)arx (ARX
and ARIX models)bj (BJ
only)iv4 (ARX
only)ivx (ARX
only)oe (OE
only)polyest (for
all models) |
State-space models | n4sid ssest ssregest |
Frequency-response models | etfe spa spafdr |
Correlation models | cra impulseest |
Linear time-series models | ar arx (for multiple outputs)ivar |
Linear grey-box models | greyest |
Nonlinear ARX models | nlarx |
Hammerstein-Wiener models | nlhw |
Nonlinear grey-box models | nlgreyest |
Linear and nonlinear models | pem |
Commands for Online Estimation
Model Type | Estimation Commands |
---|---|
Linear input-output polynomial models | recursiveARX recursiveARMAX recursiveOE recursiveBJ |
Linear time-series models | recursiveAR recursiveARMA |
Model that is linear in parameters | recursiveLS |
Linear polynomial models | rpem rplr segment (AR, ARMA, ARX, and ARMAX models
only) |