Estimation requires you to specify the model order and delay. Many times, these values are not known. You can determine the model order and delay in one of the following ways:
Guess their values by visually inspecting the data or based on the prior knowledge of the system.
Estimate delay as a part of
idtf model estimation. These models treat
delay as an estimable parameter and you can determine their values
by the estimation commands
tfest, respectively. However automatic
estimation of delays can cause errors. Therefore, it is recommended
that you analyze the data for delays in advance.
To estimate delays, you can also use one of the following tools:
Estimate delay using
The choice of the order of the underlying ARX model and the lower/upper
bound on the value of the delay to be estimated influence the value
Compute impulse response using
Plot the impulse response with a confidence interval of sufficient
standard deviations (usually 3). The delay is indicated by the number
of response samples that are inside the statistically zero region
(marked by the confidence bound) before the response goes outside
Select the model order in
specifying the model order as a vector.
See Model Structure Selection: Determining Model Order and Input Delay for an example of using these tools.