# iv4Options

Option set for `iv4`

## Description

Use `iv4Options`

to create option sets when using the `iv4`

function.

## Creation

### Description

creates an option set with the options specified by one or more
`opt`

= iv4Options(`Name,Value`

)`Name,Value`

arguments.

Before R2021a, use commas to separate each name and value, and enclose
`Name`

in quotes. For example, ```
opt =
iv4Options('Display','on')
```

creates an `iv4Options`

object and specifies the `Display`

as on.

## Properties

`InitialCondition`

— Handling of initial conditions

`'auto'`

(default) | `'zero'`

| `'estimate'`

Handling of initial conditions during estimation, specified as one of the following values:

`'zero'`

— The initial condition is set to zero.`'estimate'`

— The initial condition is treated as an independent estimation parameter.`'auto'`

— The software chooses the initial condition handling method based on the estimation data.

`Focus`

— Error to be minimized

`'prediction'`

(default) | `'simulation'`

Error to be minimized in the loss function during estimation,
specified as the comma-separated pair consisting of `'Focus'`

and
one of the following values:

`'prediction'`

— The one-step ahead prediction error between measured and predicted outputs is minimized during estimation. As a result, the estimation focuses on producing a good predictor model.`'simulation'`

— The simulation error between measured and simulated outputs is minimized during estimation. As a result, the estimation focuses on making a good fit for simulation of model response with the current inputs.

The `Focus`

option can be interpreted as a
weighting filter in the loss function. For more information, see Loss Function and Model Quality Metrics.

`WeightingFilter`

— Weighting prefilter

`[]`

(default) | vector | matrix | cell array | linear system

Weighting prefilter applied to the loss function to be minimized
during estimation. To understand the effect of `WeightingFilter`

on
the loss function, see Loss Function and Model Quality Metrics.

Specify `WeightingFilter`

as one of the following
values:

`[]`

— No weighting prefilter is used.Passbands — Specify a row vector or matrix containing frequency values that define desired passbands. You select a frequency band where the fit between estimated model and estimation data is optimized. For example,

`[wl,wh]`

where`wl`

and`wh`

represent lower and upper limits of a passband. For a matrix with several rows defining frequency passbands,`[w1l,w1h;w2l,w2h;w3l,w3h;...]`

, the estimation algorithm uses the union of the frequency ranges to define the estimation passband.Passbands are expressed in

`rad/TimeUnit`

for time-domain data and in`FrequencyUnit`

for frequency-domain data, where`TimeUnit`

and`FrequencyUnit`

are the time and frequency units of the estimation data.SISO filter — Specify a single-input-single-output (SISO) linear filter in one of the following ways:

A SISO LTI model

`{A,B,C,D}`

format, which specifies the state-space matrices of a filter with the same sample time as estimation data.`{numerator,denominator}`

format, which specifies the numerator and denominator of the filter as a transfer function with same sample time as estimation data.This option calculates the weighting function as a product of the filter and the input spectrum to estimate the transfer function.

Weighting vector — Applicable for frequency-domain data only. Specify a column vector of weights. This vector must have the same length as the frequency vector of the data set,

`Data.Frequency`

. Each input and output response in the data is multiplied by the corresponding weight at that frequency.

`EnforceStability`

— Control whether to enforce stability of model

`false`

(default) | `true`

Control whether to enforce stability of estimated model, specified
as the comma-separated pair consisting of `'EnforceStability'`

and
either `true`

or `false`

.

`EstimateCovariance`

— Option to generate parameter covariance data

`true`

(default) | `false`

Option to generate parameter covariance data, specified as `true`

or
`false`

.

If `EstimateCovariance`

is `true`

, then use
`getcov`

to fetch the covariance matrix
from the estimated model.

`Display`

— Option to display estimation progress

`'off'`

(default) | `'on'`

Option to display the estimation progress, specified as one of the following values:

`'on'`

— Information on model structure and estimation results are displayed in a progress-viewer window.`'off'`

— No progress or results information is displayed.

`InputOffset`

— Removal of offset from time-domain input data during estimation

`[]`

(default) | vector of positive integers | matrix

Removal of offset from time-domain input data during estimation, specified as one of the following:

A column vector of positive integers of length

*Nu*, where*Nu*is the number of inputs.`[]`

— Indicates no offset.*Nu*-by-*Ne*matrix — For multi-experiment data, specify`InputOffset`

as an*Nu*-by-*Ne*matrix.*Nu*is the number of inputs and*Ne*is the number of experiments.

Each entry specified by `InputOffset`

is
subtracted from the corresponding input data.

`OutputOffset`

— Removal of offset from time-domain output data during estimation

`[]`

(default) | vector | matrix

Removal of offset from time-domain output data during estimation, specified as one of the following:

A column vector of length

*Ny*, where*Ny*is the number of outputs.`[]`

— Indicates no offset.*Ny*-by-*Ne*matrix — For multi-experiment data, specify`OutputOffset`

as a*Ny*-by-*Ne*matrix.*Ny*is the number of outputs, and*Ne*is the number of experiments.

Each entry specified by `OutputOffset`

is
subtracted from the corresponding output data.

`Advanced`

— Additional advanced options

structure

Additional advanced options, specified as a structure with the following fields:

`MaxSize`

— Specifies the maximum number of elements in a segment when input-output data is split into segments.`MaxSize`

must be a positive integer.**Default:**`250000`

`StabilityThreshold`

— Specifies thresholds for stability tests.`StabilityThreshold`

is a structure with the following fields:`s`

— Specifies the location of the right-most pole to test the stability of continuous-time models. A model is considered stable when its right-most pole is to the left of`s`

.**Default:**`0`

`z`

— Specifies the maximum distance of all poles from the origin to test stability of discrete-time models. A model is considered stable if all poles are within the distance`z`

from the origin.**Default:**`1+sqrt(eps)`

## Examples

### Create Default Options Set for ARX Model Estimation Using 4-Stage Instrument Variable Method

opt = iv4Options;

### Specify Options for ARX Model Estimation Using 4-Stage Instrument Variable Method

Create an options set for `iv4`

using the `'backcast'`

algorithm to initialize the state. Set `Display`

to `'on'`

.

opt = iv4Options('InitialCondition','backcast','Display','on');

Alternatively, use dot notation to set the values of `opt`

.

opt = iv4Options; opt.InitialCondition = 'backcast'; opt.Display = 'on';

## Version History

**Introduced in R2012a**

### R2018a: Renaming of Estimation and Analysis Options

The names of some estimation and analysis options were changed in R2018a. Prior names still work.

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