Covariance matrix estimate unreliable. Not stored.

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Mehdi
Mehdi on 21 Oct 2014
Edited: Jan on 22 Mar 2017
Hello!
I'm working with the Systems Identification Toolbox. we are trying to estimate, using the PEM function.
I am receiving the warning : 'Covariance matrix estimate unreliable. Not stored.'
I would very much like to see the Covariance matrix... How should I start to troubleshoot this?
Thankyou!
  3 Comments
vineet vajpayee
vineet vajpayee on 22 Mar 2017
Edited: vineet vajpayee on 22 Mar 2017
Try to change the order of the estimated model.
Jan
Jan on 22 Mar 2017
Edited: Jan on 22 Mar 2017
[Moved from asnwer section] Mehdi wrote:
Geoff,
My problem is exactly what I wrote. I have 2 input, 3 output and 8 state.

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