Getting bizarre coefficients in the ARX model identification
Show older comments
Hi, I'm struggling with the system identification with the ARX model. The input data is a decaying sine signal. The output data is the system response to this input data. The input and output data looks like this:

The upper is the output and the lower is the input.
The model orders are [100 100 0].
I used the the following code to build the arx model:
na=100; nb=100; nd=0;
trainingSys=arx(data, [na nb nd]);
compare(trainingSys,data);
which give very nice fit, as is shown below.

I also validate this arx model with another set of data, the predicted results are also very nice.
The problem is, if I look at the model constants, i.e., by
b=trainingSys.b;
plot(b);
this gives the following b coefficients vs the order number figure:

You can see that these coefficients appears very large at some points!
My question is, since my input-output data are of the order 10e-2, why is the coefficients obtained by the arx model so large? Am I missing something?
Best, Kai
Answers (0)
Categories
Find more on System Identification Toolbox in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!