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0answers
28 views

How can I separate three noise sources?

This is the system I am trying to characterize I have three uncorrelated noise sources. I am trying to characterize all three noise sources, and more important find out what the original noise ...
0
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1answer
47 views

Help in problem formulation for estimation of image as a feature vector - SISO or MIMO FIR channel model?

Based on the paper Blind Image deconvolution: A feature vector is a list of numbers used to represent an image. The feature vector for my case takes values as symbols $-1,1$. An instance or an ...
1
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0answers
23 views

Why is the term deconvolution used more for signals and not so much (or at all) for systems?

Wikipedia defines mathematical deconvolution here, and with the examples given and my experience, what I've read over the years is that deconvolution is used to determine an input signal provided a ...
1
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1answer
56 views

The frequency response function (FRF) fails to detect the antiresonance of a system

I am trying to identify a vibrational systems by computing the frequency response function (FRF) of the system when a chirp signal is applied to its input. After comparing the FRF computed and the ...
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0answers
14 views

identification of a parameter in a state-space model

let's assume $$x(t+1)= \Biggl( \begin{matrix} 1 & 1 \\ 0 & \theta\\ \end{matrix} \Biggr) *x(t)+ \Biggl( \begin{matrix} 0 \\1 \end{matrix} \Biggl) m(t)$$ $$ z(t)= \Biggl( \begin{matrix} 1 ...
1
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1answer
27 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
34 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 ...
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1answer
34 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 k}&...
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2answers
30 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
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0answers
9 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
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0answers
26 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
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1answer
28 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) = \int_{t-...
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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
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0answers
19 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
210 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
40 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 ...
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0answers
61 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
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1answer
244 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 ...
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0answers
214 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
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0answers
64 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
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1answer
78 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
23 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
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1answer
156 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. ...
5
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4answers
396 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
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0answers
14 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
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0answers
49 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
157 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
119 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 ...
2
votes
1answer
135 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
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0answers
82 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
53 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
71 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
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1answer
130 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
307 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
38 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
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0answers
41 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
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2answers
131 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
152 views

Issues in generating AR model with a constraint

I am new to the topic of system identification and looking for a large Autoregressive (AR) model. Can anybody point out a large stable AR model which has more than 2 coefficients AND there should be a ...
1
vote
1answer
179 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
76 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 x_3\end{...
0
votes
1answer
65 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
158 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 doesn'...
2
votes
2answers
27k 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
272 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
617 views

Comparing multiple $\tt armax$ models

I would like to create an algorithm that, given an iddata, estimates different armax models with different ...
4
votes
2answers
9k views

How to 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 from 0 to 10 volts. The sample time is 0.001s. I have to identify the model of this system, but first ...
3
votes
1answer
121 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
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1answer
191 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
151 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 state-...