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1answer
15 views

Resource request: CRLB for system identification

On the Computation of the Cramer-Rao Bound for ARMA Parameter Estimation by Benjamin Friedlander, provides the CRLB for AR model driven by a white Gaussian noise. ...
0
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1answer
36 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 ...
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0answers
24 views

Help in formulating the log-likelihood expression for AR model

An IIR system is excited by a signal $z_n$ described as follows: $z_n$ is the input to the system which is a non-linear deterministic one dimensional map, (http://en.wikipedia.org/wiki/Logistic_map) ...
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2answers
34 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 ...
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0answers
35 views

matlab - Find system from input and output

I have a known discrete input and the output. I have MATLAB System Identification Toolbox. What are all the possible solutions to finding the system that creates the output from the input? Is there ...
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0answers
30 views

Choosing an appropriate PRBS for system identification

The system im investigating can be approximated with a First Order plus deadtime model. I'm currently using step and doublet pulses(two steps with opposite sign) to excite the system. I'd like to use ...
0
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1answer
58 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?
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0answers
66 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
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1answer
116 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 ...
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0answers
25 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 ...
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0answers
35 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 ...
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2answers
87 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
102 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 ...
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1answer
130 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
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1answer
69 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
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1answer
48 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
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1answer
105 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 ...
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2answers
9k 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
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1answer
173 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
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1answer
431 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
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2answers
5k 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
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1answer
99 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 ...
4
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1answer
145 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 ...
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0answers
116 views

Estimating the input to a system from a system state using EKF

[ 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 ...
12
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1answer
174 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
3answers
426 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
136 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 ...
9
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1answer
1k 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 ...