question about predict/pe function
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I have some question about Matlab predict/pe function.The sys below in the code is a transfer function model estimated by tfest using data. When I iteratively calculate the RMSE(root mean squared error) for different k-step ahead, the RMSE for different K keeps unchanged.They all equal to the same value,which made my crazy!
#code
for K = 1:20;
err = pe(sys,data,K);
error = err.OutputData;
rmse(K) = sqrt(mean(error.^2))*100; end
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