# stmcb

Compute linear model using Steiglitz-McBride iteration

## Syntax

## Description

## Examples

## Input Arguments

## Output Arguments

## Algorithms

The `stmcb`

function attempts to minimize the squared error between the
impulse response *h* of
*b*(*z*)*/a*(*z*) and
the input signal *x*.

$$\underset{a,b}{\mathrm{min}}{\displaystyle \sum _{i=0}^{\infty}|x(i)-h(i){|}^{2}}$$

The function iterates using two steps:

The function repeats this process `niter`

times. The function does not
check to see if the `b`

and `a`

coefficients have
converged in fewer than `niter`

iterations.

## References

[1] Steiglitz, K., and L. McBride. “A
Technique for the Identification of Linear Systems.” IEEE^{®}
*Transactions on Automatic Control* 10, no. 4 (October 1965): 461–64.
https://doi.org/10.1109/TAC.1965.1098181.

[2] Ljung, Lennart. *System Identification: Theory for the User*. 2nd ed. Prentice Hall
Information and System Sciences Series. Upper Saddle River, NJ: Prentice Hall PTR,
1999.

## Extended Capabilities

## Version History

**Introduced before R2006a**