System identification in MATLAB


Thread Starter


hiii.... i have an input output data for a simulated plant. I am trying to develop an ARX model, which requires na, nb, & nk, parameters. here, nk is the time delay.

can anyone please tell me, how to get the time delay. one default method that MATLAB itself uses is using correlation analysis? how do I know, that what is the unit of this time delay, i.e. nk.

using correlation analysis, it calculates time delay, nk, as an integer.

thank u!
The time delay is given in number of samples. Therefore it must be an integer. System identification toolbox is not able (as far as I know) to estimate the time delay. When identifying a model, try different time delays and see which model has the best fit to your validation data.