Version 6.1.3 (R2006a) System Identification Toolbox™ Software Release Notes

Version 6.1.3 (R2006a) System Identification Toolbox Software

This table summarizes what's new in Version 6.1.3 (R2006a):

New features and changes introduced in this version are:

• balred Introduced for Model Reduction

• Search Direction for Minimizing Criteria Can Be Computed by Adaptive Gauss-Newton Method

• Maximum Number of Bisections Used by Line Search Is Increased

balred Introduced for Model Reduction

Use balred to perform model reduction instead of idmodred.

Search Direction for Minimizing Criteria Can Be Computed by Adaptive Gauss-Newton Method

An adaptive Gauss-Newton method is now available for computing the direction of the line search for cost-function minimization. Use this method when you observe convergence problems in the estimation results, or as an alternative to the Levenberg-Marquard (lm) method.

The gna search method was suggested by Adrian Wills, Brett Ninness, and Stuart Gibson in their paper "On Gradient-Based Search for Multivariable System Estimates", presented at the IFAC World Congress in Prague in 2005. gna is an adaptive version of gns and uses a cutoff value for the singular values of the criterion Hessian, which is adjusted adaptively depending on the success of the line search.

Specify the gna method by setting the SearchDirection property to 'gna'. For example:

m = pem(data,model_structure,'se','gna')

The default initial value of gamma in the gna search is 10^-4. You can set a different value using the InitGnaTol property. For more information about SearchDirection, see the Algorithm Properties reference pages.

Maximum Number of Bisections Used by Line Search Is Increased

The default value for the MaxBisections property, which is the maximum number of bisections along the search direction used by line search, is increased from 10 to 25. This increases the number of attempts to find a lower criterion value along the search vector.

For more information about Search properties, see the Algorithm Properties reference page.

Functions and Properties Being Removed

For more information about the process of removing functions, see "About Functions and Properties Being Removed" in What's in the Release Notes.

Version 6.2 (R2006b) System Identification Toolbox Software

Version 6.1.2 (R14SP3) System Identification Toolbox Software