www.gusucode.com > ident 案例代码 matlab源码程序 > ident/RawParameterCovarianceforIdentifiedModelExample.m

    %% Raw Parameter Covariance for Identified Model  

%% 
% Obtain the identified model. 
load iddata1 z1
sys = tfest(z1,2);  

%% 
% Get the raw parameter covariance for the model. 
cov_data = getcov(sys)

%%
% |cov_data| contains the covariance matrix for the parameter vector 
% |[sys.Numerator,sys.Denominator(2:end),sys.IODelay]|.
%
% |sys.Denominator(1)| is fixed to |1| and not treated as a parameter. The covariance
% matrix entries corresponding to the delay parameter (fifth row and column)
% are zero because the delay was not estimated.