Getting bizarre coefficients in the ARX model identification

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

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on 10 Nov 2016

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