Estimate statespace model using subspace method
sys = n4sid(data,nx)
sys = n4sid(data,nx,Name,Value)
sys = n4sid(___,opt)
[sys,x0] = n4sid(___)
estimates
an sys
= n4sid(data
,nx
)nx
order statespace model, sys
,
using measured inputoutput data, data
.
sys
is an idss
model
representing the system:
$$\begin{array}{l}\dot{x}(t)=Ax(t)+Bu(t)+Ke(t)\\ y(t)=Cx(t)+Du(t)+e(t)\end{array}$$
A,B,C,
and D are statespace matrices. K is
the disturbance matrix. u(t)
is the input, y(t) is the output, x(t)
is the vector of nx
states and e(t)
is the disturbance.
All the entries of the A, B, C,
and K matrices are free estimation parameters by
default. D is fixed to zero by default, meaning
that there is no feedthrough, except for static systems (nx=0
).
specifies
additional attributes of the statespace structure using one or more sys
= n4sid(data
,nx
,Name,Value
)Name,Value
pair
arguments. Use the Form
, Feedthrough
,
and DisturbanceModel
namevalue pair arguments
to modify the default behavior of the A, B, C, D,
and K matrices.
specifies
estimation options, sys
= n4sid(___,opt
)opt
, that configure the initial
states, estimation objective, and subspace algorithm related choices
to be used for estimation.
[
also
returns the estimated initial state.sys
,x0
] = n4sid(___)

Identified statespace model, returned as a Information about the estimation results and options used is
stored in the
For more information on using  

Initial states computed during the estimator of If 
[1] Ljung, L. System Identification: Theory for the User, Appendix 4A, Second Edition, pp. 132–134. Upper Saddle River, NJ: Prentice Hall PTR, 1999.
[2] van Overschee, P., and B. De Moor. Subspace Identification of Linear Systems: Theory, Implementation, Applications. Springer Publishing: 1996.
[3] Verhaegen, M. "Identification of the deterministic part of MIMO state space models." Automatica, 1994, Vol. 30, pp. 61—74.
[4] Larimore, W.E. "Canonical variate analysis in identification, filtering and adaptive control." Proceedings of the 29th IEEE Conference on Decision and Control, 1990, pp. 596–604.
canon
 iddata
 idfrd
 idgrey
 idss
 n4sidOptions
 pem
 polyest
 procest
 ssest
 tfest