Option set for findop
opt = findopOptions(
creates
a default option set for computing the operating point of a specified
nonlinear ARX or Hammerstein-Wiener model. Use dot notation to modify
this option set for your specific application. Options that you do
not modify retain their default values.model
)
creates
an option set with options specified by one or more opt
= findopOptions(model
,Name,Value
)Name,Value
pair
arguments.
Create a default option set for findop
using an idnlarx
model
opt = findopOptions(idnlarx);
Create a default option set for findop
using an idnlhw
model.
opt = findopOptions(idnlhw);
Use dot notation to specify a subspace Gauss-Newton least squares search with a maximum of 25 iterations.
opt.SearchMethod = 'gn';
opt.SearchOptions.MaxIterations = 25;
Create an option set for findop
using an idnlarx
model. Specify a steepest descent least squares search with default search options.
opt = findopOptions(idnlarx,'SearchMethod','grad');
model
— Estimated nonlinear modelidnlarx
model | idnlhw
modelEstimated nonlinear model, specified as one of the following:
idnlarx
model
idnlhw
model
Specify optional
comma-separated pairs of Name,Value
arguments. Name
is
the argument name and Value
is the corresponding value.
Name
must appear inside quotes. You can specify several name and value
pair arguments in any order as
Name1,Value1,...,NameN,ValueN
.
'SearchMethod','grad'
specifies a
steepest descent least squares search method'SearchMethod'
— Numerical search method used for iterative parameter estimation'auto'
(default) | 'gn'
| 'gna'
| 'lm'
| 'grad'
| 'lsqnonlin'
| 'fmincon'
Numerical search method used for iterative parameter estimation,
specified as the comma-separated pair consisting of 'SearchMethod'
and
one of the following:
'auto'
— A combination of
the line search algorithms, 'gn'
, 'lm'
, 'gna'
,
and 'grad'
methods is tried in sequence at each
iteration. The first descent direction leading to a reduction in estimation
cost is used.
'gn'
— Subspace Gauss-Newton least squares search.
Singular values of the Jacobian matrix less than
GnPinvConstant*eps*max(size(J))*norm(J)
are discarded
when computing the search direction. J is the Jacobian
matrix. The Hessian matrix is approximated as
JTJ. If there is no
improvement in this direction, the function tries the gradient direction.
'gna'
— Adaptive subspace Gauss-Newton search.
Eigenvalues less than gamma*max(sv)
of the Hessian are
ignored, where sv contains the singular values of the
Hessian. The Gauss-Newton direction is computed in the remaining subspace.
gamma has the initial value
InitialGnaTolerance
(see Advanced
in
'SearchOptions'
for more information). This value is
increased by the factor LMStep
each time the search fails to
find a lower value of the criterion in fewer than five bisections. This value is
decreased by the factor 2*LMStep
each time a search is
successful without any bisections.
'lm'
— Levenberg-Marquardt
least squares search, where the next parameter value is -pinv(H+d*I)*grad
from
the previous one. H is the Hessian, I is
the identity matrix, and grad is the gradient. d is
a number that is increased until a lower value of the criterion is
found.
'grad'
— Steepest descent
least squares search.
'lsqnonlin'
— Trust-region-reflective
algorithm of lsqnonlin
(Optimization Toolbox). Requires Optimization Toolbox™ software.
'fmincon'
— Constrained nonlinear solvers. You can
use the sequential quadratic programming (SQP) and trust-region-reflective
algorithms of the fmincon
(Optimization Toolbox) solver. If you have
Optimization Toolbox software, you can also use the interior-point and active-set
algorithms of the fmincon
solver. Specify the algorithm in
the SearchOptions.Algorithm
option. The
fmincon
algorithms may result in improved estimation
results in the following scenarios:
Constrained minimization problems when there are bounds imposed on the model parameters.
Model structures where the loss function is a nonlinear or non smooth function of the parameters.
Multi-output model estimation. A determinant loss function
is minimized by default for multi-output model estimation.
fmincon
algorithms are able to minimize such loss
functions directly. The other search methods such as
'lm'
and 'gn'
minimize the
determinant loss function by alternately estimating the noise variance
and reducing the loss value for a given noise variance value. Hence, the
fmincon
algorithms can offer better efficiency
and accuracy for multi-output model estimations.
'SearchOptions'
— Option set for the search algorithmOption set for the search algorithm, specified as the comma-separated
pair consisting of 'SearchOptions'
and a search
option set with fields that depend on the value of
SearchMethod
.
SearchOptions
Structure When SearchMethod
is Specified
as 'gn'
, 'gna'
, 'lm'
,
'grad'
, or 'auto'
Field Name | Description | Default | ||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Tolerance | Minimum percentage difference between the current value
of the loss function and its expected improvement after the next iteration,
specified as a positive scalar. When the percentage of expected improvement
is less than | 0.01 | ||||||||||||||||||||||||||||||
MaxIterations | Maximum number of iterations during loss-function minimization, specified as a positive
integer. The iterations stop when Setting
Use
| 20 | ||||||||||||||||||||||||||||||
Advanced | Advanced search settings, specified as a structure with the following fields:
|
SearchOptions
Structure When SearchMethod
is Specified
as 'lsqnonlin'
Field Name | Description | Default |
---|---|---|
FunctionTolerance | Termination tolerance on the loss function that the software minimizes to determine the estimated parameter values, specified as a positive scalar. The
value of | 1e-5 |
StepTolerance | Termination tolerance on the estimated parameter values, specified as a positive scalar. The value of | 1e-6 |
MaxIterations | Maximum number of iterations during loss-function minimization, specified as a positive
integer. The iterations stop when The value of
| 20 |
Advanced | Advanced search settings, specified as an option set
for For more information, see the Optimization Options table in Optimization Options (Optimization Toolbox). | Use optimset('lsqnonlin') to create a default
option set. |
SearchOptions
Structure When SearchMethod
is Specified
as 'fmincon'
Field Name | Description | Default |
---|---|---|
Algorithm |
For more information about the algorithms, see Constrained Nonlinear Optimization Algorithms (Optimization Toolbox) and Choosing the Algorithm (Optimization Toolbox). | 'sqp' |
FunctionTolerance | Termination tolerance on the loss function that the software minimizes to determine the estimated parameter values, specified as a positive scalar. | 1e-6 |
StepTolerance | Termination tolerance on the estimated parameter values, specified as a positive scalar. | 1e-6 |
MaxIterations | Maximum number of iterations during loss function minimization, specified as a positive
integer. The iterations stop when | 100 |
To specify field values in SearchOptions
, create a
default findopOptions
set and modify the fields using
dot notation. Any fields that you do not modify retain their default
values.
opt = findopOptions; opt.SearchOptions.MaxIterations = 15; opt.SearchOptions.Advanced.RelImprovement = 0.5;
opt
— Option set for findop
commandfindopOptions
objectOption set for findop
command, returned
as a findopOptions
object.
The names of some estimation and analysis options were changed in R2018a. Prior names still work. For details, see the R2018a release note Renaming of Estimation and Analysis Options.
Existe una versión modificada de este ejemplo en su sistema. ¿Prefiere abrir esta versión?
Ha hecho clic en un enlace que corresponde a este comando de MATLAB:
Ejecute el comando introduciéndolo en la ventana de comandos de MATLAB. Los navegadores web no admiten comandos de MATLAB.
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
Select web siteYou can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.