Covariance matrix estimate unreliable. Not stored.

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!

[Geoff Hayes]

Mehdi - rather than pasting the (nearly word for word) text from a three year old message (found here), why not provide some information on what you are doing? Describe your inputs to the pem function so that someone (who may have experience with this functionality) will be able to provide a more insightful answer.

[vineet vajpayee]

Try to change the order of the estimated model.

[Jan]

[Moved from asnwer section] Mehdi wrote:

Geoff,

My problem is exactly what I wrote. I have 2 input, 3 output and 8 state.