Disturbance Model Structure for Process Models
This section describes how to specify a noise model in the estimation procedures Estimate Process Models Using the App and Estimate Process Models at the Command Line.
In addition to the transfer function G, a linear system can include an additive noise term He, as follows:
where e is white noise.
You can estimate only the dynamic model G, or estimate both the dynamic model and the disturbance model H. For process models, H is a rational transfer function C/D, where the C and D polynomials for a first- or second-order ARMA model.
In the System Identification app, to specify whether to include or exclude a noise model in the Process Models dialog box, select one of the following options from the Disturbance Model list:
None— The algorithm does not estimate a noise model (C=D=1). This option also sets Focus to
Order 1— Estimates a noise model as a continuous-time, first-order ARMA model.
Order 2— Estimates a noise model as a continuous-time, second-order ARMA model.
At the command line, specify the disturbance
model using the
set. For example, use this command to estimate a first-order transfer
function and a first-order noise model:
opt = procestOptions; opt.DisturbanceModel = 'arma1'; model = procest(data, 'P1D', opt);
For a complete list of values for the
property, see the