% System Identification Toolbox.

% Version 3.0a  28-Aug-92

% Copyright (c) 1986-92 by The MathWorks, Inc.

%

% Simulation and prediction.

%   idsim      - Simulate a given system.

%   pe         - Prediction errors.

%   poly2th    - Construct a "theta-matrix" from given polynomials.

%   predict    - M-step ahead prediction.

%

% Data manipulation.

%   dtrend     - Remove trends from data sets.1

%   idfilt     - Filter data through Butterworth filters.

%

% Nonparametric estimation.

%   covf       - Covariance function estimate for a data matrix.

%   cra        - Correlation analysis.

%   etfe       - Empirical Transfer Function Estimate and Periodogram.

%   spa        - Spectral analysis.

%

% Parameter estimation.

%   ar         - AR-models of signals using various approaches.

%   armax      - Prediction error estimate of an ARMAX model.

%   arx        - LS-estimate of ARX-models.

%   bj         - Prediction error estimate of a Box-Jenkins model.

%   canstart   - Multivariable theta-model with initial parameter estimates.

%   ivar       - IV-estimates for the AR-part of a scalar time series.

%   ivx        - Instrumental variable estimates for single output ARX-models.

%   iv4        - Approximately optimal IV-estimates for ARX-models.

%   oe         - Prediction error estimate of an output-error model.

%   pem        - Prediction error estimate of a general linear model.

%

% Model structure creation.

%   arx2th     - THETA-format for an ARX model.

%   canform    - Canonical form model structures.

%   mf2th      - Package user defined model structures into the THETA model format.

%   modstruc   - Model structures to be used in MS2TH.

%   ms2th      - Package standard state-space parameterizations into the THETA format.

%   poly2th    - "Theta-matrix" from given polynomials.

%

% Manipulating model structures.

%   fixpar     - Fix parameters in state-space and ARX model structures.

%   sett       - Set the sampling interval in TH-structures.

%   thinit     - (Random) initial values for the parameters.

%   unfixpar   - Unfix parameters in state-space ans ARX model structures.

%

% Model conversions.

%   th2arx     - Convert a THETA-format model to an ARX-model.

%   th2ff      - Model's frequency function, along with its standard deviation.

%   th2par     - Theta-format to parameters and covariance matrix.

%   th2poly    - Polynomials associated with a given model.

%   th2ss      - THETA model conversion to state-space.

%   th2tf      - THETA model conversion to transfer function.

%   th2zp      - Zeros, poles, static gains and their standard deviations.

%   thc2thd    - Continuous time model to discrete time.

%   thd2thc    - Model to continuous-time form.

%

% Model presentation.

%   bodeplot   - Bode diagram of a transfer function or spectrum.

%   ffplot     - Frequency functions.

%   idplot     - Input - output data.

%   nyqplot    - Nyquist diagram of a transfer function.

%   present    - Parametric model on the screen.

%   zpplot     - Zeros and poles.

%

% Information extraction.

%   getmfth    - Get the name of the .m-file that defines the model structure.

%   getncap    - Get the number of data points and the number of parameters.

%   getff      - Select the frequency function (for own plotting).

%   gett       - Get the sampling interval for a model.

%   getzp      - Extract the zeros and the poles from the ZEPO-format created by TH2ZP.

%   th2par     - Theta-format to parameters and covariance matrix.

%

% Model validation.

%   compare    - Compare the simulated/predicted output with the measured output.

%   idsim      - Simulate a given system.

%   pe         - Prediction errors.

%   predict    - M-step ahead prediction.

%   resid      - Compute and test the residuals associated with a model.

%

% Assessing model uncertainty.

%   idsimsd    - Illustrate the uncertainty in simulated model responses.

%   th2ff      - Model's frequency function and standard deviation.

%   th2zp      - Zeros, poles, static gains and their standard deviations.

%

% Model structure selection.

%   arxstruc   - Loss functions for families of ARX-models.

%   ivstruc    - Output error fit for families of single-output.

%   selstruc   - Select model structures according to various criteria.

%   struc      - Typical structure matrices for ARXSTRUC and IVSTRUC.



% Recursive parameter estimation.

%   rarx       - Compute estimates recursively for an ARX model.

%   rarmax     - Compute estimates recursively for an ARMAX model.

%   rbj        - Compute estimates recursively for a BOX-JENKINS model.

%   roe        - Compute estimates recursively for an output error model.

%   rpem       - Compute estimates recursively for a general model.

%   rplr       - Compute estimates recursively for a general model.

%   segment    - Segment data and track abruptly changing systems.



% All rights reserved.



