Compute loss functions for single-output ARX models
V = arxstruc(ze,zv,NN)
V = arxstruc(ze,zv,NN,maxsize)
ze
Estimation data set can be iddata
or idfrd
object.
zv
Validation data set can be iddata
or idfrd
object.
NN
Matrix defines the number of different ARX-model structures.
Each row of NN
is of the form:
nn = [na nb nk]
maxsize
Specifies the maximum number of elements in a segment when input-output data is split into segments.
If larger matrices are needed, the software will use loops for
calculations. Use this option to manage the trade-off between memory
management and program execution speed. The original data matrix must
be smaller than the matrix specified by maxsize
.
maxsize
must be a positive integer.
Note:
Use |
V = arxstruc(ze,zv,NN)
returns V
,
which contains the loss functions in its first row. The remaining
rows of V
contain the transpose of NN
,
so that the orders and delays are given just below the corresponding
loss functions. The last column of V
contains the
number of data points in ze
.
V = arxstruc(ze,zv,NN,maxsize)
uses the
additional specification of the maximum data size.
with the same interpretation as described for arx
.
See struc
for
easy generation of typical NN
matrices.
The output argument V
is best analyzed using selstruc
.
The selection of a suitable model structure based on the information
in v
is normally done using selstruc
.