System Identification

Checking Pole-Zero Cancellations

A near pole-zero cancellation in the dynamics model is an indication that the model order may be too high. To judge if a "near" cancellation is a real cancellation, take the uncertainties in the pole- and zero-locations into consideration

pzmap(mod,'sd',1)

where the 1 indicates how many standard-deviations wide the confidence interval is. If the confidence regions of a zero and a pole overlap, try lower model orders.

This check is especially useful when the models have been generated by arx. As mentioned on page 3-66, the orders can be pushed up because of the requirement that 1/A(q) describe the disturbance characteristics. Checking cancellations in B(q)/A(q) then gives a good indication of which orders to chose from model structures like armax, oe, and bj.

Impulse Response to Determine Delays

Residual Analysis