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residOptions

Option set for resid

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Syntax

opt = residOptions
opt = residOptions(Name,Value)

Description

opt = residOptions creates the default option set for resid. Use dot notation to customize the option set, if needed.

example

opt = residOptions(Name,Value) creates an option set with options specified by one or more Name,Value pair arguments. The options that you do not specify retain their default value.

example

Examples

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Open Live Script

Create a default option set for resid.

opt = residOptions;

Specify the maximum lag for residual correlation calculations.

opt.MaxLag = 35;
Open Live Script

Create an option set for resid that specifies initial condition as zero.

opt = residOptions('InitialCondition','z');

Input Arguments

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Name-Value Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

Example: residOptions('InitialCondition','e')

Maximum positive lag for residual correlation and impulse response calculations, specified as the comma-separated pair consisting of 'MaxLag' and a positive integer.

Handling of initial conditions, specified as the comma-separated pair consisting of 'InitialCondition' and one of the following values:

  • 'z' — Zero initial conditions.

  • 'e' — Estimate initial conditions such that the prediction error for observed output is minimized.

    For nonlinear grey-box models, only those initial states i that are designated as free in the model (sys.InitialStates(i).Fixed = false) are estimated. To estimate all the states of the model, first specify all the Nx states of the idnlgrey model sys as free.

    for i = 1:Nx
sys.InitialStates(i).Fixed = false;
end

    Similarly, to fix all the initial states to values specified in sys.InitialStates, first specify all the states as fixed in the sys.InitialStates property of the nonlinear grey-box model.

  • 'd' — Similar to 'e', but absorbs nonzero delays into the model coefficients. The delays are first converted to explicit model states, and the initial values of those states are also estimated and returned.

    Use this option for linear models only.

  • Vector or Matrix — Initial guess for state values, specified as a numerical column vector of length equal to the number of states. For multi-experiment data, specify a matrix with Ne columns, where Ne is the number of experiments. Otherwise, use a column vector to specify the same initial conditions for all experiments. Use this option for state-space (idss and idgrey) and nonlinear models (idnlarx, idnlhw, and idnlgrey) only.

  • initialCondition object — initialCondition object that represents a model of the free response of the system to initial conditions. For multiexperiment data, specify a 1-by-Ne array of objects, where Ne is the number of experiments.

    Use this option for linear models only.

  • Structure with the following fields, which contain the historical input and output values for a time interval immediately before the start time of the data used by resid:

    FieldDescription
    InputInput history, specified as a matrix with Nu columns, where Nu is the number of input channels. For time series models, use []. The number of rows must be greater than or equal to the model order.
    OutputOutput history, specified as a matrix with Ny columns, where Ny is the number of output channels. The number of rows must be greater than or equal to the model order.

    For multi-experiment data, configure the initial conditions separately for each experiment by specifying InitialCondition as a structure array with Ne elements. To specify the same initial conditions for all experiments, use a single structure.

    The software uses data2state to map the historical data to states. If your model is not idss, idgrey, idnlgrey, or idnlarx, the software first converts the model to its state-space representation and then maps the data to states. If conversion of your model to idss is not possible, the estimated states are returned empty.

  • x0obj — Specification object created using idpar. Use this object for discrete-time state-space (idss and idgrey) and nonlinear grey-box (idnlgrey) models only. Use x0obj to impose constraints on the initial states by fixing their value or specifying minimum or maximum bounds.

Removal of offset from time-domain input data during estimation, specified as one of the following:

  • A column vector of positive integers of length Nu, where Nu is the number of inputs.

  • [] — Indicates no offset.

  • Nu-by-Ne matrix — For multi-experiment data, specify InputOffset as an Nu-by-Ne matrix. Nu is the number of inputs and Ne is the number of experiments.

Each entry specified by InputOffset is subtracted from the corresponding input data.

Removal of offset from time-domain output data during estimation, specified as one of the following:

  • A column vector of length Ny, where Ny is the number of outputs.

  • [] — Indicates no offset.

  • Ny-by-Ne matrix — For multi-experiment data, specify OutputOffset as a Ny-by-Ne matrix. Ny is the number of outputs, and Ne is the number of experiments.

Each entry specified by OutputOffset is subtracted from the corresponding output data.

Weight of output for initial condition estimation, specified as the comma-separated pair consisting of 'OutputWeight' and one of the following:

  • [] — No weighting is used. This option is the same as using eye(Ny) for the output weight. Ny is the number of outputs.

  • 'noise' — Inverse of the noise variance stored with the model.

  • Matrix of doubles — A positive semidefinite matrix of dimension Ny-by-Ny. Ny is the number of outputs.

Input interpolation method, specified as:

  • 'auto', 'foh', 'zoh', or 'bl' for continuous-time linear models

  • 'auto', 'foh', or 'zoh' for continuous-time nonlinear grey-box models

  • 'auto', 'foh', 'zoh', 'cubic', 'makima', 'pchip', or 'spline' for continuous-time neural state-space models

InputInterSample applies only to continuous-time models. If InputInterSample is 'auto', the software automatically picks the same input interpolation method as that used for model estimation.

For information on the interpolation methods, see nssTrainingADAM and compareOptions.

Output Arguments

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Option set for resid, returned as an residOptions option set.

Version History

Introduced in R2016a

See Also