Estimating Nonlinear Models for Time-Series Data
When a linear model provides an insufficient description of
the dynamics, you can try estimating a nonlinear models. To learn
more about when to estimate nonlinear models, see Linear Versus Nonlinear Models in
the Getting Started Guide.
Before you can estimate models for time-series data, you must
have already prepared the data as described in Preparing Time-Series Data.
For black-box modeling of time-series data, the toolbox supports
nonlinear ARX models. To learn how to estimate this type of model,
see Identifying Nonlinear ARX Models.
If you understand the underlying physics of the system, you
can specify an ordinary differential or difference equation and estimate
the coefficients. To learn how to estimate this type of model, see Estimating Nonlinear Grey-Box Models.
For more information about validating models, see Overview of Model Validation and Plots.
 | Example – Identifying Time-Series Models at the Command
Line | | Recursive Techniques for Model Identification |  |
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