The dialog box gives access to all parametric modeling in the toolbox and operates on the Working Data set in the main ident window.
Usage:First, choose a model structure using the pop-up menu. Then enter the orders of the model in the Orders: edit box, and hit the Return key. Possibly change the default Model name. Finally press the Estimate button to perform the estimation and enter the resulting model into the Model board.
The model structures supported by the dialog include:
Focus, Disturbance Model, Initial State and Covariance.
Order selection and the Order Edition.
For ARX, ARMAX, OE and BJ models, this field indicates whether a disturbance model is estimated or fixed to 1 ('No disturbance model.').
For State-space models there is an option between estimating a noise model, which corresponds to the (Kalman gain) matrix K, or to fix it to zero, which gives H = 1.
(file idparest.htm)