MATLAB SYSTEM IDENTIFICATION TOOLBOX 7 Guia do Utilizador Página 439

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Creating Noise-Spectrum Plots
Whereas the frequency-response plot shows the response of G,the
noise-spectrum plo t shows the frequency-response of the noise mo de l H.
For input-output models, the noise spectrum is given by the following
equation:
Φ
v
i
He()ωλ
ω
=
()
2
For time-series models (no input), the vertical axis of the noise-spectrum plot
is the same as the dynamic model spectrum. These axes are the same because
there is no input for time series and
yHe=
.
Note You can avoid es timating the n oise model by selecting the Output-Error
model s tructure or by setting the
DisturbanceModel property value to 'None'
for a state space model. If you choose to not estim ate a noise model for
your system, then H and the noise spectrum amplitude are equal to 1 at all
frequencies.
Displaying the Confidence Interval
In addition to the noise-s pectrum curve, you can display a condence interval
on th e plot. To learn how to show or hide condence interval, see the
description of the plot settings in “How to Plot the Noise Spectrum Using
the GUI” on page 8-42.
The condence interval corresponds to the range of power-spectrum values
with a specic probability of being the actual noise spectrum of the system.
The toolbox uses the estimated uncertainty in the model param eters to
calculate condence intervals and assumes the estimates have a Gaussian
distribution.
For example, for a 95% condenceinterval,theregionaroundthenominal
curve represents the range of values that have a 95% probability of being the
true system noise spectrum. You can specify the condence interval as a
probability (between 0 and 1) or as the number of standard deviations of a
8-41
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