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Topic: Matlab System ID Help - Prediction, simulation, residual analysis
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Gabriyel

Posts: 6
Registered: 2/26/09
Matlab System ID Help - Prediction, simulation, residual analysis
Posted: Feb 26, 2009 1:18 PM
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hi,

i'm using ident toolbox in matlab 2007a. i get moderate results using an ARX model in simulation mode but if i switch to prediction mode, the results swing to almost 99%. however, even when a model is 99% accurate, the residual analysis results were really bad. both tests (white and indep) did not turn out well.

how can a good model still yield bad residual tests results. is there any meaningful relationship between the two information sources? ie. model output and residual analysis

i'm rather confused and hope someone can advise.

thanks in advance...



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