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Model Estimation Commands

In most cases, a model can be created by using a model estimation command on a dataset. For example, ssest(data,nx) creates a continuous-time state-space model of order Nx using the input/output of frequency response data DATA.


For ODEs (grey-box models), you must first construct the model structure and then apply an estimation command (either greyest or pem) to the resulting model object.

The following table summarizes System Identification Toolbox™ estimation commands. For detailed information about using each command, see the corresponding reference page.

Commands for Constructing and Estimating Models

Model TypeEstimation Commands
Transfer function modelstfest
Process modelsprocest

Linear input-output polynomial models

armax (ARMAX only)
arx (ARX only)
bj (BJ only)
iv4 (ARX only)
oe (OE only)
polyest (for all models)
State-space modelsn4sid
Time-series modelsar
arx (for multiple outputs)
nlarx(for nonlinear time-series models)
Nonlinear ARX modelsnlarx
Hammerstein-Wiener modelsnlhw