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What are all the possible WhyStop reasons in the Termination portion of a System ID Estimation Report?

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For any estimated system model using the System Identification Toolbox, there is an Estimation Report available in the model object. One of the fields in this report explains why the estimation procedure was ended: sys.Report.Termination.WhyStop
I was just curious if there is a list of all the possible reasons for termination.
There was no such list on the Estimation Report Documentation page. Most of the estimation functions like tfest or ssest only give an explanation and maybe an example of this field. I tried opening and looking at the tfest code and could barely find where I think the estimation report was even generated but couldn't find anything more. I also at the System ID Toolbox User Guide by Lennart Ljung and only found some WhyStop examples, but no list of the possible termination reasons.
The examples of termination reasons in the User Guide are:
  • 'Near (local) minimum, (norm(g) < tol).'
  • 'Maximum number of iterations reached.'
  • 'No improvement along the search direction with line search.'
  • 'Change in cost was less than the specified tolerance.'
Are these the only possible termination reasons? or are there more?

Akzeptierte Antwort

R am 14 Mai 2024
Hi Emma,
I couldn't find a list of possible reasons for termination. However, these are the strings I have come across while using sys.Report.Termination.WhyStop (this is not an exhaustive list):
  • Near (local) minimum, (norm(g) < tol)
  • Maximum number of iterations reached
  • No improvement along the search direction with line search
  • Change in cost was less than the specified tolerance
  • Change in parameters was less than the specified tolerance
  • Magnitude of search direction was smaller than the specified tolerance
  • Algorithm was terminated prematurely by the user
  • Problem is infeasible: SVD of Jacobian failed
  • Number of function evaluations exceeded MaxFunEvals
I hope you find this useful!

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