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Assigning Estimation Weightings

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 Tool and Estimate State-Space Models at the Command Line.

In the System Identification Tool. 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 tool. 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);

For more information on the 'Focus' option, see the reference page for ssestOptions and ssregestOptions.

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