Learn more about System Identification Toolbox

Commands for Model Estimation

The quickest way to both construct a model object and estimate the model parameters is to use estimation commands.

Note   For ODEs (grey-box models), you must first construct the model structure and then apply an estimation command to the resulting model object.

For ARMAX, Box-Jenkins, and Output-Error Models—which you can only estimate using the iterative prediction-error method—use the armax, bj, and oe estimation commands, respectively. For more information about choosing the models to estimate first, see Recommended Model Estimation Sequence.

The following table summarizes System Identification Toolbox estimation commands. For detailed information about using each command, see the corresponding reference page.

Commands for Constructing and Estimating Models

Model Type	Estimation Commands
Continuous-time low-order transfer functions (process models)	pem
Linear input-output polynomial models	armax (ARMAX only) arx (ARX only) bj (BJ only) iv4 (ARX only) oe (OE only) pem (for all models)
State-space models	n4sid pem
Linear time-series models	ar arx (for multiple outputs) ivar
Nonlinear ARX models	nlarx
Hammerstein-Wiener models	nlhw

Supported Continuous-Time and Discrete-Time Models

Creating Model Structures at the Command Line

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