Commands for Model Estimation

The following tables summarize System Identification Toolbox™ commands for offline and online estimation. For detailed information about using each command, see the corresponding reference page.

You can compile all the estimation commands using MATLAB® Compiler™ software. Using MATLAB Coder™ software, you can only generate C and C++ code for online estimation commands, except for rpem, rplr, and segment.

Commands for Offline Estimation

Model TypeEstimation Commands
Transfer function modelstfest
Process models (low-order transfer functions expressed in time-constant form)procest

Linear input-output polynomial models

armax (ARMAX and ARIMAX models)
arx (ARX and ARIX models)
bj (BJ only)
iv4 (ARX only)
ivx (ARX only)
oe (OE only)
polyest (for all models)
State-space modelsn4sid
ssest
ssregest
Frequency-response modelsetfe
spa
spafdr
Correlation modelscra
impulseest
Linear time-series modelsar
arx (for multiple outputs)
ivar
Linear grey-box modelsgreyest
Nonlinear ARX modelsnlarx
Hammerstein-Wiener modelsnlhw
Nonlinear grey-box modelsnlgreyest
Linear and nonlinear modelspem

Commands for Online Estimation

Model TypeEstimation Commands

Linear input-output polynomial models

recursiveARX
recursiveARMAX
recursiveOE
recursiveBJ
Linear time-series modelsrecursiveAR
recursiveARMA
Model that is linear in parametersrecursiveLS
Linear polynomial modelsrpem
rplr
segment (AR, ARMA, ARX, and ARMAX models only)

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