Determine the lag space.

％ Given a set of corresponding inputs and outputs the

％ function calculates a matrix of indices, which can be

％ helpful when trying to determine a proper lag space structure

％ (m and n) before identifying a model of a dynamic system:

％ y(t) = f(y(t-1),...,y(t-n), u(t-1),..., u(t-m))

％

％ An insufficient lag space structure leads to a large index.

％ While increasing the lag space, the index will decrease until

％ a sufficiently large lag space structure is reached. Increasing

％ the lag space beyond this will not reduce the index significantly.

％ In other words: look for theknee-point where the order index

％ flattens out.-Determine the lag space. Given a set of corresponding inputs and outputs the function calculates a matrix of indices, which can be helpful when trying to determine a proper lag space structure (m and n) before identifying a model of a dynamic system: y (t) = f (y (t-1 ),..., y (tn), u (t-1 ),..., u (tm)) An insufficient lag space structure leads to a large index. While increasing the lag space, the index will decrease until a sufficiently large lag space structure is reached. Increasing the lag space beyond this will not reduce the index significantly. In other words: look for theknee- point where the order index flattens out.