Option set for
arxOptions object to specify options for estimating
parameters of ARX, ARIX, AR, or ARI models through the
arx function. You can specify options such as the handling of initial conditions
or the ability to display estimation progress.
InitialCondition — Handling of initial conditions
'auto' (default) |
Handling of initial conditions during estimation using frequency-domain data,
specified as the comma-separated pair consisting of
'InitialCondition' and one of the following values:
'zero'— The initial conditions are set to zero.
'estimate'— The initial conditions are treated as independent estimation parameters.
'auto'— The software chooses the method to handle initial conditions based on the estimation data.
Regularization — Options for regularized estimation of model parameters
 (default) | positive semidefinite, symmetric matrix
Options for regularized estimation of model parameters, specified as a structure with the following fields:
Lambda— Constant that determines the bias versus variance tradeoff.
Specify a positive scalar to add the regularization term to the estimation cost.
The default value of zero implies no regularization.
R— Weighting matrix.
Specify a positive scalar or a positive definite matrix. The length of the matrix must be equal to the number of free parameters (
np) of the model. For ARX model,
Nominal— This option is not used for ARX models.
arxRegul to automatically determine Lambda
and R values.
For more information on regularization, see Regularized Estimates of Model Parameters.
Advanced — Additional advanced options
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.
MaxSizemust be a positive integer.
StabilityThreshold— Specifies thresholds for stability tests.
StabilityThresholdis 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
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
zfrom the origin.
Create Default Options Set for ARX Estimation
opt = arxOptions;
Specify Options for ARX Estimation
Create an options set for
arx using zero initial conditions for estimation. Set
opt = arxOptions('InitialCondition','zero','Display','on');
Alternatively, use dot notation to set the values of
opt = arxOptions; opt.InitialCondition = 'zero'; opt.Display = 'on';
Version HistoryIntroduced 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.