The tag has no usage guidance.

learn more… | top users | synonyms

1
vote
1answer
19 views

How to validate an estimated model in case of output-only data (in frequency domain)?

Before moving to the actual question, I would like to emphasize on the following points (maybe they are obvious to some of you, but I still would like to list them, since they make the difference): ...
0
votes
1answer
24 views

Proving conditions for controllability

Let's say I have the following LTI system: $$\dot{x}(t) = \mathbf{A} x(t) + \mathbf{B} u(t)$$ I need to somehow show the following is true or false (proof): This system is controllable if and only ...
0
votes
1answer
33 views

Showing a system is always controllable?

I need to show that the following system is always controllable: \begin{align}A &= \begin{bmatrix} -\alpha_1I_{k\times k}& -\alpha_2I_{k\times k}& \cdots &-\alpha_{n-1}I_{k\times ...
0
votes
2answers
24 views

Normalize data for transfer function determination?

I have the input and the output of a system and I want to determine the transfer function of it. I am using Ident Tool from Matlab. How is it more ok: to normalize the output and the input between 0 ...
0
votes
0answers
7 views

A 2 input 1 output model with time delay

What assumptions should be taken into consideration if I need to build a 2 by 1 black box process model on Matlab where the inputs samples I have are sampled each minute to result eventually after 1 ...
0
votes
0answers
21 views

system identification using LMS based on microphone response

I am doing an implementation of Filtered X-LMS for active noise cancellation in lab set up. I do not have a directional speakers and high efficient mic. I have simple speakers and a jack mic. Will I ...
0
votes
1answer
26 views

Memorylessness of simple delay system

As usual, $y(t)$ is the output signal of a system, and $x(t)$ is the input signal. I'm wondering whether or not a certain system has memory. It's easy for me to see that the system $y(t) = ...
0
votes
0answers
24 views

What kind of reference signal would be preferable when identifying a closed loop process?

Given the following reference signals constant Gaussian white noise sequence a sequence of sinusoidal signals of different frequencies or a PRBS signal Which one would be preferable when trying to ...
0
votes
0answers
17 views

SISO model? white noise excitation

I'm now trying to do this problem. I have data set including input and output for both 600 gal and 800 gal, and 3 white noise excitations. But i don't understand the model of this problem. 3 White ...
2
votes
2answers
204 views

System identification only using sine input?

Recently, I'm working on modeling a sensor's system model using system identification. Subject to the experiment condition, I only have the sine input signal. In addition, the frequency can not ...
0
votes
1answer
34 views

System Identification with periodic signal confusion

I want to find the ETFE (Empirical Transfer Function Estimate) of the system $G(e^{j\omega})$: Where $H(e^{j\omega})$ is some filter that zero-mean white Gaussian noise $e(k)$ passes through. Let's ...
0
votes
0answers
38 views

Data sets for system identification

Is there other repositories for system identification other than Daisy that are freely available (for publications) to test algorithms in system identification?
2
votes
1answer
205 views

Determining if a system involving integrals is time varying or time-invariant

I've been studying for a signals and systems class coming this fall and am trying to understand the following problem. $$$$ Show whether the following system is time invariant or time varying: $$S_1:y ...
1
vote
0answers
180 views

Matlab's invfreqs won't fit at low frequencies

I'm wondering of anyone can explain why invfreqs() is unable to fit a polynomial to the data in the image below. The red line is the measured frequency response of an analog system. I should mention ...
2
votes
0answers
49 views

Identifiability of a state space model (Dynamic Linear Model)

Take a general linear Gaussian state space model (SSM)(aka Dynamic Linear Model DLM): \begin{align} X_{t+1}&=FX_t + V_t\\ Y&=HX_t+W_t\\ V_t &\sim \mathcal N(0,Q)\\ W_t &\sim ...
2
votes
1answer
70 views

What is the estimator used in this paper for system identification?

Paper : System Identification using Symbolic Chaotic Sequence download link proposes EM-UKS estimator for system identification of a linear FIR channel when excited by non-linear input. In Fig 3 of ...
2
votes
0answers
22 views

Performance of system identification with nonlinear input

Paper : System Identification using Symbolic Chaotic Sequence download link proposes EM-UKS estimator for system identification of a linear FIR channel when excited by non-linear input. In Fig 3 of ...
5
votes
1answer
151 views

Expectation maximization of moving average with binary source input

I am trying to do blind system identification of a univariate linear FIR model: I am unsure if the approach is correct or not and any help to further proceed with the maximization will be great. ...
4
votes
4answers
308 views

Sine sweep vs impulse response

What kind of pros and cons does these method for identifying a system have? I seem to have a hard time finding literature discussion in this issue. I am operating on a linear system, or the linear ...
0
votes
0answers
13 views

System indentification different inputs

I have peformed different form for input/output relation to determine a system, but seem to be missing some theory which input will be the most will excite enough modes such that the models which i ...
0
votes
0answers
48 views

Perfect system identification or am i doing something wrong?

I am using MATLAB to identify a system. The problem with my method is that my result is perfect. I get a nearly 100% fit, which make me wonder if what I am doing is correct. I feed a sine sweep with ...
1
vote
2answers
127 views

Am i performing Sinesweep correctly?

I am bit unsure whether i am doing i sine sweep correctly. I am feeding my system a sine wave with f hertz within a given time interval and log its output. And then i do the same for another ...
1
vote
3answers
113 views

Inputs for system identification

What effects does have a different input such as impulse, step, sine sweep etc. on performing a system identification? I mean what is up/down side, and which one is best, and why chose one rather ...
0
votes
0answers
6 views

Discrete dataset into to continous dataset?

I am trying to perform system identification on a system.The input i am going to provide is sinewaves with different frequencies. I sampled a sine wave with 100 Hz which is used a input for the ...
2
votes
1answer
130 views

is $F(x, n)=x(n)u(n)$ time invariant?

My book with answers to proakis and manolakis book says that $F(x,n)=x(n)u(n)$ is time invariant while my calculation shows that it is time variant. I have repeated them many times and I am mostly ...
3
votes
0answers
76 views

is $F(x,n)=x(-n + 2)$ time invariant?

My book with answers to proakis and manolakis book says that $F(x,n)=x(-n + 2)$ is time invariant while my calculation shows that it is time variant. I have repeated them many times and I am mostly ...
2
votes
1answer
52 views

System Identification: smoothing in E-step of EM algorithm

My question is, do the smoothed values affect the estimates obtained from the Maximization Step? If not then we could eliminate the smoothing. Once the estimates are obtained, they do not change apart ...
0
votes
2answers
62 views

Confusion about 'memoryless' meaning

I am reading the book "Multiple input describng functions and nonlinear system design" written by A.Gelb and W.E.Vander Velde. At some point it says: Single-valued characteristics are termed ...
0
votes
1answer
83 views

Identify the system from input and output

I am using Excel. If I have an input and an output, and I know that a recursive band-pass filter produced the output, how can I can find the coefficients of that filter?
0
votes
1answer
122 views

Equivalence of FFT and PSD based output based on the Frequency Response Function

Correct me please if I am wrong... I have just started working in the domain of signal processing using the Fourier Transform ($\mathbf{FFT}$) and Power Spectral Density ($\mathbf{PSD}$). I am trying ...
0
votes
1answer
286 views

Natural, Forced and Total System Response - Time domain Analysis of DT

I am a self-learner of DSP by reading related books. While reading Time domain Analysis of DT (Discrete Time) system, I suddenly got introduced to difference equation representing a system. It then ...
1
vote
0answers
32 views

Low dimensional system identification algorithms

I'm a physics Phd student and just have a self-taught knowledge about lti-systems. After a while I found out that several techniques such as heat capacity or thermal-conductance measurements can be ...
0
votes
0answers
39 views

Backward propagation of error in FIR Neural Networks

FIR Networks are a really great kind of Neural Networks. It allows very precise predictions of missing samples for example when ones wants to reconstruct missing signals or adaptive noise ...
2
votes
2answers
121 views

Conceptual questions from signal processing

I don't have a thorough background in Signal processing and require some information for an application pertaining to computer science. Minimum Entropy Blind Signal Deconvolution with Non Minimum ...
0
votes
1answer
143 views

Issues in generating AR model with a constraint

I am new to the topic of system identification and looking for a large model of Autoregressive (AR). Can anybody point out a large stable AR model which has more than 2 coefficients AND there should ...
1
vote
1answer
176 views

Identification of the system with zeros

I need to identify two systems. Those are their Unit Step responses: I don't know, what order of the system that is. It could be second order system with zero in 0. Lecturer told me it was third ...
0
votes
1answer
74 views

Logarithm in state space equations

I want to linearize a system to this form $$\begin{bmatrix} \Delta\dot{x}_1\\ \Delta\dot{x}_2\\ \Delta\dot{x}_3 \end{bmatrix} = A\begin{bmatrix}\Delta x_1\\ \Delta x_2\\ \Delta ...
0
votes
1answer
63 views

choosing an input signal for system identificaiton [closed]

I know we can use a -step -impulse -sinus -multisine -random phase multisine To identify a system. But what are the advantages/disadvantags of each type of ...
1
vote
1answer
147 views

Periodogram: an inconsistent estimator

What is the reason that a periodogram is not a consistent method for obtaining information about frequency response of a system? To be more precise, why even after increasing number of samples ...
2
votes
2answers
23k views

What is the difference between Lumped and Distributed systems?

What are the salient differences between Lumped and Distributed systems? In what contexts are distributed systems the appropriate model and in what are lumped systems the appropriate model? Also, ...
3
votes
1answer
255 views

What are some suitable methods for removing low-frequency line noise from measured data prior to system identification/deconvolution?

I am performing a system identification by striking an experimental model with an instrumented impact hammer and measuring the strain response. The timebase for the recorded signals is 5 microseconds ...
0
votes
1answer
597 views

Comparing multiple armax models

I would like to create an algorithm that, given an iddata, estimates different armax models with different na, nb, nc, nk, and finally it show the compare plot. I know how to use the armax ...
4
votes
2answers
9k views

How can filter data to remove noise in matlab?

I have 2 arrays of 800000 input and output data samples. The system is a kind of oven that works among 0 and 10 volts. The sample time is 0.001s. I have to identify the model of this system, but ...
3
votes
1answer
119 views

Is this input function time varying?

I'd like to understand when an input signal is time varying or time invariant. Specifically, I have this function: $y(n) = x(n) + 0.1 + (0.2)^n + x(n-3)$ I thought that this is time varying because ...
5
votes
1answer
189 views

How to perform model fitting for system identification

I am having a really hard time in understanding how to formulate a model say linear AR model to represent a communication channel or maybe any motion. I have the experimental data representing the ...
8
votes
0answers
146 views

Estimating the input to a system from a system state using EKF [closed]

[ Cross-posted from: http://math.stackexchange.com/questions/164169/estimating-the-input-to-a-system-from-a-system-state ] I have a system for which I have obtained a non-linear time-varying ...
13
votes
1answer
190 views

Deconvolving the measurement system from the system response

I'm preforming a system identification measurement, and would like to deconvolve the measurement system's response from the measured response. The set up of the system is as follows; the signal is ...
7
votes
4answers
670 views

choosing drive signals for system identification?

(I'm just learning a little about system identification so apologies in advance if this question is badly worded) How do you go about choosing drive signals for system identification? I've seen PRBS ...
5
votes
1answer
167 views

State space system identification

Suppose I have a real (physical) dynamical system with some sensors and actuators, and I also have an idealized state-space model of this same system. How, in general, can I adjust the model to match ...
11
votes
1answer
2k views

System identification packages

I've been hunting around for an alternative to Matlab's System Identification Toolbox, but the commonality of the terms "system" and "identification" are confounding the search. Are there any ...