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- % 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.
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- % All rights reserved.
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