Option set for
opt = polyestOptions
opt = polyestOptions(Name,Value)
comma-separated pairs of
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
InitialCondition— Handling of initial conditions
Handling of initial conditions during estimation, specified as one of the following values:
'zero' — The initial condition
is set to zero.
'estimate' — The initial
state is treated as an independent estimation parameter.
'backcast' — The initial
state is estimated using the best least squares fit.
'auto' — The software chooses
the method to handle initial states based on the estimation data.
Advanced— Additional advanced options
Additional advanced options, specified as a structure with the following fields:
ErrorThreshold — Specifies
when to adjust the weight of large errors from quadratic to linear.
Errors larger than
ErrorThreshold times the
estimated standard deviation have a linear weight in the loss function.
The standard deviation is estimated robustly as the median of the
absolute deviations from the median of the prediction errors, divided
0.7. For more information on robust norm choices,
see section 15.2 of .
ErrorThreshold = 0 disables
robustification and leads to a purely quadratic loss function. When
estimating with frequency-domain data, the software sets
zero. For time-domain data that contains outliers, try setting
MaxSize — Specifies the
maximum number of elements in a segment when input-output data is
split into segments.
MaxSize must be a positive integer.
StabilityThreshold — Specifies
thresholds for stability tests.
StabilityThreshold is a structure with the
s — Specifies the location
of the right-most pole to test the stability of continuous-time models.
A model is considered stable when its right-most pole is to the left
z — Specifies the maximum
distance of all poles from the origin to test stability of discrete-time
models. A model is considered stable if all poles are within the distance
AutoInitThreshold — Specifies
when to automatically estimate the initial condition.
The initial condition is estimated when
ymeas is the measured output.
yp,z is the predicted output of a model estimated using zero initial states.
yp,e is the predicted output of a model estimated using estimated initial states.
opt = polyestOptions;
Create an option set for
polyest where you enforce model stability and set the
opt = polyestOptions('EnforceStability',true,'Display','on');
Alternatively, use dot notation to set the values of
opt = polyestOptions; opt.EnforceStability = true; opt.Display = 'on';
 Wills, Adrian, B. Ninness, and S. Gibson. “On Gradient-Based Search for Multivariable System Estimates”. Proceedings of the 16th IFAC World Congress, Prague, Czech Republic, July 3–8, 2005. Oxford, UK: Elsevier Ltd., 2005.
 Ljung, L. System Identification: Theory for the User. Upper Saddle River, NJ: Prentice-Hall PTR, 1999.