Option set for
greyestOptions object to specify options for estimating
grey-box models using the
greyest function. You can specify options such
as the handling of initial states, stability enforcement, and the numerical search method to
be used in estimation.
InitialState — Handling of initial states
'auto' (default) |
Handling of initial states during estimation, specified as one of the following values:
'model'— The initial state is parameterized by the ODE file used by the
idgreymodel. The ODE file must return 6 or more output arguments.
'zero'— The initial state is set to zero. Any values returned by the ODE file are ignored.
'estimate'— The initial state is treated as an independent estimation parameter.
'backcast'— The initial state is estimated using the best least squares fit.
'auto'— The software chooses the method to handle initial states based on the estimation data.
Vector of doubles — Specify a column vector of length Nx, where Nx is the number of states. For multiexperiment data, specify a matrix with Ne columns, where Ne is the number of experiments. The specified values are treated as fixed values during the estimation process.
DisturbanceModel — Handling of disturbance component
'auto' (default) |
Handling of the disturbance component (K) during estimation, specified as one of the following values:
'model'— K values are parameterized by the ODE file used by the
idgreymodel. The ODE file must return 5 or more output arguments.
'fixed'— The value of the
Kproperty of the
idgreymodel is fixed to its original value.
'none'— K is fixed to zero. Any values returned by the ODE file are ignored.
'estimate'— K is treated as an independent estimation parameter.
'auto'— The software chooses the method to handle how the disturbance component is handled during estimation. The software uses the
'model'method if the ODE file returns 5 or more output arguments with a finite value for K. Else, the software uses the
Noise model cannot be estimated using frequency domain data.
InputInterSample — Input-channel intersample behavior
Input-channel intersample behavior for transformations between discrete time and continuous time, specified as
The definitions of the three behavior values are as follows:
'zoh'— Zero-order hold maintains a piecewise-constant input signal between samples.
'foh'— First-order hold maintains a piecewise-linear input signal between samples.
'bl'— Band-limited behavior specifies that the continuous-time input signal has zero power above the Nyquist frequency.
iddata objects have a similar property,
data.InterSample, that contains the same behavior value options.
InputInterSample value is
the estimation data is in an
software uses the
data.InterSample value. When the estimation data
is instead contained in a timetable or a matrix pair, with the
option, the software uses
The software applies the same option value to all channels and all experiments.
Advanced — Additional advanced options
Additional advanced options, specified as a structure with the fields in the following table.
Error threshold at which to adjust the weight of large errors from quadratic to linear.
Errors larger than
Maximum number of elements in a segment when input-output data is split into segments.
Threshold for stability tests.
Threshold at which to automatically estimate initial conditions.
The software estimates the initial conditions when:
Create Default Options Set for Linear Grey Box Estimation
opt = greyestOptions;
Specify Options for Linear Grey Box Estimation
Create an options set for
greyest using the
'backcast' algorithm to initialize the state. Specify
opt = greyestOptions('InitialState','backcast','Display','on');
Alternatively, use dot notation to set the values of
opt = greyestOptions; opt.InitialState = 'backcast'; opt.Display = 'on';
 Wills, Adrian, B. Ninness, and S. Gibson. "On Gradient-Based Search for Multivariable System Estimates". Proceedings of the 16th IFAC World Congress, Prague, Czech Republic, July 3–8, 2005. Oxford, UK: Elsevier Ltd., 2005.
 Ljung, Lennart. System Identification: Theory for the User. Upper Saddle River, NJ: Prentice-Hall PTR, 1999.
Version HistoryIntroduced in R2012a
InputInterSample option allows intersample behavior specification for continuous models estimated from timetables or matrices.
iddata objects contain an
InterSample property that
describes the behavior of the signal between sample points. The
InputInterSample option implements a version of that property in
greyestOptions so that intersample behavior can be specified also when
estimation data is stored in timetables or matrices.
R2018a: Renaming of Estimation and Analysis Options
The names of some estimation and analysis options were changed in R2018a. Prior names still work. For details, see the R2018a release note Renaming of Estimation and Analysis Options.