MATLAB Answers

Can lagged variables be used in n4sid

1 view (last 30 days)
John
John on 17 Feb 2016
A dynamic system is driven by random forcing, so there are only output measurements. AR model works well with a small number of lags, to predict the future values of the response. Also, n4sid was used to estimate a prediction model. There are multiple output values. In this case, AR model predicts the future values better than n4sid. To increase the accuracy of n4sid, I was wondering if lagged output variables could be used as inputs (to n4sid). However, when I try this, using lagged variables, n4sid responds with an error. Is there approach for using lagged values in n4sid?

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!