You can specify how the estimation algorithm weighs the fit at various frequencies. This information supports the estimation procedures Estimate State-Space Models in System Identification App and Estimate State-Space Models at the Command Line.
In the System Identification app. Set Focus to one of the following options:
Prediction — Uses
the inverse of the noise model H to weigh the
relative importance of how closely to fit the data in various frequency
ranges. Corresponds to minimizing one-step-ahead prediction, which
typically favors the fit over a short time interval. Optimized for
output prediction applications.
Simulation — Uses
the input spectrum to weigh the relative importance of the fit in
a specific frequency range. Does not use the noise model to weigh
the relative importance of how closely to fit the data in various
frequency ranges. Optimized for output simulation applications.
Stability — Estimates
the best stable model. For more information about model stability,
see Unstable Models.
Filter — Specify
a custom filter to open the Estimation Focus dialog box, where you
can enter a filter, as described in Simple Passband Filter or Defining a Custom Filter. This prefiltering applies only
for estimating the dynamics from input to output. The disturbance
model is determined from the estimation data.
At the command line. Specify the focus as an estimation option using the same options as in the app. For example, use this command to emphasize the fit between the 5 and 8 rad/s:
opt = ssestOptions; opt.Focus = [5 8]; model = ssest(data,4,opt);