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System Identification toolbox user guide系统辨识工具箱说明书
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System Identification Toolbox software is developed in association with the following leading researchers in the system identification field: Lennart Ljung. Professor Lennart Ljung is with the Department of Electrical Engineering at Linköping University in Sweden. He is a recognized leader in system identification and has published numerous papers and books in this area.
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System Identication Toolbox™
User's Guide
Lennart Ljung
R2018a

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System Identication Toolbox
™
User's Guide
© COPYRIGHT 1988–2018 by The MathWorks, Inc.
The software described in this document is furnished under a license agreement. The software may be used
or copied only under the terms of the license agreement. No part of this manual may be photocopied or
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Revision History
April 1988 First printing
July 1991 Second printing
May 1995 Third printing
November 2000 Fourth printing Revised for Version 5.0 (Release 12)
April 2001 Fifth printing
July 2002 Online only Revised for Version 5.0.2 (Release 13)
June 2004 Sixth printing Revised for Version 6.0.1 (Release 14)
March 2005 Online only Revised for Version 6.1.1 (Release 14SP2)
September 2005 Seventh printing Revised for Version 6.1.2 (Release 14SP3)
March 2006 Online only Revised for Version 6.1.3 (Release 2006a)
September 2006 Online only Revised for Version 6.2 (Release 2006b)
March 2007 Online only Revised for Version 7.0 (Release 2007a)
September 2007 Online only Revised for Version 7.1 (Release 2007b)
March 2008 Online only Revised for Version 7.2 (Release 2008a)
October 2008 Online only Revised for Version 7.2.1 (Release 2008b)
March 2009 Online only Revised for Version 7.3 (Release 2009a)
September 2009 Online only Revised for Version 7.3.1 (Release 2009b)
March 2010 Online only Revised for Version 7.4 (Release 2010a)
September 2010 Online only Revised for Version 7.4.1 (Release 2010b)
April 2011 Online only Revised for Version 7.4.2 (Release 2011a)
September 2011 Online only Revised for Version 7.4.3 (Release 2011b)
March 2012 Online only Revised for Version 8.0 (Release 2012a)
September 2012 Online only Revised for Version 8.1 (Release 2012b)
March 2013 Online only Revised for Version 8.2 (Release 2013a)
September 2013 Online only Revised for Version 8.3 (Release 2013b)
March 2014 Online only Revised for Version 9.0 (Release 2014a)
October 2014 Online only Revised for Version 9.1 (Release 2014b)
March 2015 Online only Revised for Version 9.2 (Release 2015a)
September 2015 Online only Revised for Version 9.3 (Release 2015b)
March 2016 Online only Revised for Version 9.4 (Release 2016a)
September 2016 Online only Revised for Version 9.5 (Release 2016b)
March 2017 Online only Revised for Version 9.6 (Release 2017a)
September 2017 Online only Revised for Version 9.7 (Release 2017b)
March 2018 Online only Revised for Version 9.8 (Release 2018a)


Choosing Your System Identication Approach
1
Acknowledgments .................................... 1-2
What Are Model Objects? .............................. 1-3
Model Objects Represent Linear Systems ................ 1-3
About Model Data .................................. 1-3
Types of Model Objects ................................ 1-5
Dynamic System Models ............................... 1-8
Numeric Models ..................................... 1-10
Numeric Linear Time Invariant (LTI) Models ............. 1-10
Identied LTI Models .............................. 1-11
Identied Nonlinear Models ......................... 1-11
About Identied Linear Models ........................ 1-13
What are IDLTI Models? ............................ 1-13
Measured and Noise Component Parameterizations ....... 1-14
Linear Model Estimation ............................ 1-17
Linear Model Structures .............................. 1-20
About System Identication Toolbox Model Objects ....... 1-20
When to Construct a Model Structure Independently of
Estimation .................................... 1-20
Commands for Constructing Linear Model Structures ...... 1-21
Model Properties ................................. 1-22
See Also ........................................ 1-24
Available Linear Models .............................. 1-25
Estimation Report ................................... 1-29
What is an Estimation Report? ....................... 1-29
v
Contents
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