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Estimate State-Space Models with Free-Parameterization

The default parameterization of the state-space matrices A, B, C, D, and K is free; that is, any elements in the matrices are adjustable by the estimation routines. Because the parameterization of A, B, and C is free, a basis for the state-space realization is automatically selected to give well-conditioned calculations.

To estimate the disturbance model K, you must use time-domain data.

Suppose that you have no knowledge about the internal structure of the discrete-time state-space model. To quickly get started, use the following syntax:

m = ssest(data)

or

m = ssregest(data)

where data is your estimation data. ssest estimates a continuous-time state-space model for an automatically selected order between 1 and 10. ssregest estimates a discrete-time model.

To find a model of a specific order n, use the following syntax:

m = ssest(data,n)

or

m = ssregest(dat,n)

The iterative algorithm ssest is initialized by the subspace method n4sid. You can use n4sid directly, as an alternative to ssest:

m = n4sid(data)

which automatically estimates a discrete-time model of the best order in the 1:10 range.

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