如何从最基本的matlab函数中提取状态空间（e（t））的残差？

Question

A state-space model of a system with input vector u, output vector y, and disturbance e takes the following form in continuous time:

d (x(t)) / dt = Ax(t)+Ke(t)
y(t) = Cx(t)+e(t)

In the MATLAB function ssest I am able to extract the A,C and the K parameters, however I am really interested on extracting the e(t) parameter in order to build the covariance of the residues.

  data = iddata(X(:,1:100,10)',[],1);
  opt  = ssestOptions('EstCovar',true);
  sys  = ssest(data,[1:10],opt);

  A = sys.A;                      % state transition matrix
  C = sys.C;                      % observation matrix
  K = sys.K;                      % inovation form

Can someone tell me, if with this function, I am able to do so?

Answer 1

e(t) is a disturbance, it's not part of the model (it's an input to the model) so it doesn't make sense to "extract" it, you can't do that. It's whatever you want it to be.

See the documentation page on ssest for more details.