Parametric Estimation

NI System Identification

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Parametric Estimation

Estimates the parameters of an AR model, ARX model, ARMAX model, output-error (OE) model, Box Jenkins (BJ) model, general linear (GL) model, or a state-space (SS) model for an unknown system.

ParameterDescription
Simulation ErrorDisplays the difference between the actual and simulated system responses.
Response SignalsDisplays the actual and simulated system responses.
Input Signals and Model TypeContains the following options:
  • Stimulus signal—Specifies the stimulus input to apply to the model.
  • Response signal—Specifies the output response from the model.
  • Type—Specifies the type of model you want to estimate. You can select one of the following model types:
    • AR
    • ARX (default)
    • ARMAX
    • Output-Error
    • Box Jenkins
    • General Linear
    • State-Space
  • Estimation method—Specifies the method to estimate the AR model. This option is available only if you select AR from the Type pull-down menu. You can select one of the following methods:
    • Forward-Backward
    • Least Squares (default)
    • Yule Walker
    • Burg Lattice
    • Principal Component
Model Order SettingsContains the following options:
  • Set ranges for orders—Specifies whether you define a range of system orders. If you place a checkmark in this checkbox, the step replaces the unique value options with the following options:
    • Estimate—Estimates the values of the orders of the coefficients of the system model within the ranges you specify. You can click this button if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab.
    • Min A order—Specifies the minimum value of the order of the A coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Max A order—Specifies the maximum value of the order of the A coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Min B order—Specifies the minimum value of the order of the B coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Max B order—Specifies the maximum value of the order of the B coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Min F order—Specifies the minimum value of the order of the F coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Max F order—Specifies the maximum value of the order of the F coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Min C order—Specifies the minimum value of the order of the C coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Max C order—Specifies the maximum value of the order of the C coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Min D order—Specifies the minimum value of the order of the D coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Max D order—Specifies the maximum value of the order of the D coefficients of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Min delay—Specifies minimum value of the delay of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 0.
    • Max delay—Specifies maximum value of the delay of the system model. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 0.
    • Min Number of states—Specifies the minimum number of states in the system model. The value of Min Number of states must be greater than 0 and less than or equal to Max Number of states. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select State-Space from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
    • Max Number of states—Specifies the maximum number of states in the system model. The value of Max Number of states must be greater than 0 and greater than or equal to Min Number of states. This option appears if you place a checkmark in the Set ranges for orders checkbox and you select State-Space from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
  • A order—Specifies the order of the A coefficients of the system model. This option appears if you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
  • B order—Specifies the order of the B coefficients of the system model. This option appears if you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
  • F order—Specifies the order of the F coefficients of the system model. This option appears if you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
  • C order—Specifies the order of the C coefficients of the system model. This option appears if you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
  • D order—Specifies the order of the D coefficients of the system model. This option appears if you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
  • delay—Specifies the delay of the system model. This option appears if you select AR, ARX, ARMAX, Output-Error, Box Jenkins, or General Linear from the Type pull-down menu on the Input Signals and Model Type tab. The default is 0.
  • Number of states—Specifies the number of states in the system model. The value of Number of states must be greater than 0. This option appears if you select State-Space from the Type pull-down menu on the Input Signals and Model Type tab. The default is 1.
Estimation ResultsDisplays a table of estimated values for the system model. These values are based on the Akaike's Final Prediction-Error (FPE), Akaike's Information Theoretic (AIC), or Minimum Description Length (MDL) criterion. Refer to the LabVIEW System Identification Toolkit Help for information about the FPE, AIC, and MDL criteria.
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