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struc

Generate model-order combinations for single-output ARX model estimation

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Syntax

nn = struc(na,nb,nk)
nn = struc(na,nb_1,...,nb_nu,nk_1,...,nk_nu)

Description

nn = struc(na,nb,nk) generates model-order combinations for single-input, single-output ARX model estimation. na and nb are row vectors that specify ranges of model orders. nk is a row vector that specifies a range of model delays. nn is a matrix that contains all combinations of the orders and delays.

nn = struc(na,nb_1,...,nb_nu,nk_1,...,nk_nu) generates model-order combinations for an ARX model with nu input channels.

Examples

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Open Live Script

Create estimation and validation data sets

load iddata1;
ze = z1(1:150);
zv = z1(151:300);

Generate model-order combinations for estimation, specifying ranges for model orders and delays.

NN = struc(1:3,1:2,2:4);

Estimate ARX models using the instrumental variable method, and compute the loss function for each model order combination. 

V = ivstruc(ze,zv,NN);

Select the model order with the best fit to the validation data.

order = selstruc(V,0);

Estimate an ARX model of selected order.

M = iv4(ze,order);
Open Live Script

Create estimation and validation data sets.

load co2data;
Ts = 0.5; % Sample time is 0.5 min
ze = iddata(Output_exp1,Input_exp1,Ts);
zv = iddata(Output_exp2,Input_exp2,Ts);

Generate model-order combinations for:

  • na = 2:4

  • nb = 2:5 for the first input, and 1 or 4 for the second input.

  • nk = 1:4 for the first input, and 0 for the second input.

NN = struc(2:4,2:5,[1 4],1:4,0);

Estimate an ARX model for each model order combination.

V = arxstruc(ze,zv,NN);

Select the model order with the best fit to the validation data. 

order = selstruc(V,0);

Estimate an ARX model of selected order.

M = arx(ze,order);

Tips

  • Use with arxstruc or ivstruc to compute loss functions for ARX models, one for each model order combination returned by struc.

Version History

Introduced before R2006a

See Also

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