ARX model estimation using instrumental variable method with arbitrary instruments
sys = ivx(data,[na
sys = ivx(data,[na nb nk],x,max_size)
ARX polynomial model,
sys = ivx(
sys, using the instrumental
variable method with arbitrary instruments. The model is estimated
for the time series data
nb nk] specifies the ARX structure orders of the A and B polynomials
and the input to output delay, expressed in the number of samples.
An ARX model is represented as:
Estimation data. The data can be:
When using frequency-domain data, the number of outputs must be 1.
ARX model orders.
For more details on the ARX model structure, see
Instrument variable matrix.
The instruments used are analogous to the regression vector,
Maximum matrix size.
ARX model that fits the estimation data, returned as a discrete-time
Information about the estimation results and options used is
stored in the
For more information on using
iv4first for IV estimation to identify ARX polynomial models where the instruments
xare chosen automatically. Use
ivxfor nonstandard situations. For example, when there is feedback present in the data, or, when other instruments need to be tried. You can also use
ivto automatically generate instruments from certain custom defined filters.
 Ljung, L. System Identification: Theory for the User, page 222, Upper Saddle River, NJ, Prentice-Hall PTR, 1999.
Introduced before R2006a