Description: Determine the lag space. Given a set of corresponding inputs and outputs the function calculates a matrix of indices, which can be helpful when trying to determine a proper lag space structure (m and n) before identifying a model of a dynamic system: y (t) = f (y (t-1 ),..., y (tn), u (t-1 ),..., u (tm)) An insufficient lag space structure leads to a large index. While increasing the lag space, the index will decrease until a sufficiently large lag space structure is reached. Increasing the lag space beyond this will not reduce the index significantly. In other words: look for theknee- point where the order index flattens out.
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lipschit.m
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