Model Output.

The Model output window is opened by checking the corresponding check box in the ident window.

The plots show the simulated (predicted) outputs of selected models. The models are fed with inputs from the Validation Data set, whose output is plotted in black (in white on a black blackground).

The plot takes somewhat different forms depending on the character of the validation data. This could be

Time domain data (white background color)
Then the simulated or predicted model output is shown together with the measured validatation data.
Frequency domain data (light green background color)
Then the amplitude of the (complex-valued) model output (i.e. the input Fourier Transform times the model's frequency function) is shown together with the measured output's amplitude. In this case 'Predicted model output' has no meaning.
Frequency Function data (light brown background color.
Then the amplitude curves of the data's and the models' frequency responses are shown. In this case 'Predicted model output' has no meaning.
In all the cases, the percentage of the output variations that is reproduced by the model is displayed at the side of the plot. A higher number meas a better model.

The precise definition of the fit is:

FIT = [1 - NORM(Y - YHAT)/NORM(Y -MEAN(Y))]*100

where Y is the measured output and YHAT is the simulated/predicted model output. The time span over which the fit is measured can be changed under the Options submenu Customized time span for fit.

There are submenus under the Options menu, which allow you to choose between simulated and predicted model output. There are also options to show measured and model outputs together or to show the difference between them.

An intuitive interpretation of a K-step ahead predicted output is to see it as a result of a simulation, using the actual input, that was started at the correct (measured) output level K samples earlier. K is called the prediction horizon. It can be changed under the Options submenu Set prediction horizon.

Help topics.

(file compare.htm)