The estimate is computed by iterative search for a model that gives the minimal prediction error variance, when applied to the working data. Information about the iteration number (Iter #), the current and previous values of the fit, and the norm of the search vector is displayed in the dialog. This norm is measured as the expected improvement of the fit in percent, and corresponds to the optional variable TOL.The parameter values after each iteration can be displayed at the MATLAB command line by checking Info to command line.

Pressing Continue begins further iterations, starting with the last estimated model. Pressing Stop stops the iterative search. The latter, however, requires that Enable Interrupt be checked.

Caution: When interrupt has been enabled, do not start any other activities while an estimation is calculating. It is safer to leave the option unchecked if you do not intend to use the Stop button.

Press Options to open a dialog for customizing some iteration parameters.

Help topics.

(file iduiiter.htm)