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Input-Output Polynomial Models

ARX, ARMAX, BJ and OE models

Functions

arx Estimate parameters of ARX or AR model using least squares
armax Estimate parameters of ARMAX model using time-domain data
bj Estimate Box-Jenkins polynomial model using time domain data
iv4 ARX model estimation using four-stage instrumental variable method.
ivx ARX model estimation using instrumental variable method with arbitrary instruments
oe Estimate Output-Error polynomial model using time or frequency domain data
polyest Estimate polynomial model using time- or frequency-domain data
pem Prediction error estimate for linear or nonlinear model
idpoly Polynomial model with identifiable parameters
arxstruc Compute and compare loss functions for single-output ARX models
ivstruc Loss functions for sets of ARX model structures
selstruc Select model order for single-output ARX models
struc Generate model-order combinations for single-output ARX model estimation
arxRegul Determine regularization constants for ARX model estimation
delayest Estimate time delay (dead time) from data
init Set or randomize initial parameter values
polydata Access polynomial coefficients and uncertainties of identified model
getpvec Model parameters and associated uncertainty data
setpvec Modify value of model parameters
getpar Obtain attributes such as values and bounds of linear model parameters
setpar Set attributes such as values and bounds of linear model parameters
setPolyFormat Specify format for B and F polynomials of multi-input polynomial model for backward compatibility
rarmax Estimate recursively parameters of ARMAX or ARMA models
rarx Estimate parameters of ARX or AR models recursively
rbj Estimate recursively parameters of Box-Jenkins models
roe Estimate recursively output-error models (IIR-filters)
rpem Estimate general input-output models using recursive prediction-error minimization method
rplr Estimate general input-output models using recursive pseudolinear regression method
segment Segment data and estimate models for each segment
armaxOptions Option set for armax
arxOptions Option set for ar
arxRegulOptions Option set for arxRegul
bjOptions Option set for bj
iv4Options Option set for iv4
oeOptions Option set for oe
polyestOptions Option set for polyest

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