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.

Note

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 Type	Estimation Commands
Transfer function models	tfest
Process models	procest
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 models	n4sid ssest
Time-series models	ar arx (for multiple outputs) ivar nlarx(for nonlinear time-series models)
Nonlinear ARX models	nlarx
Hammerstein-Wiener models	nlhw