Questions tagged [system-identification]
The system-identification tag has no usage guidance.
90
questions
0
votes
1answer
79 views
Why is the error between the desired signal and estimated signal in the case of LMS filter remaining constant even after n number of iterations
I am giving white noise as input to an adaptive filter which is initialized to zero (value of filter coefficients of adaptive filter is 0). I am getting a desired response $d(n)$ by passing white ...
3
votes
1answer
53 views
Stabilizing the inverse transform of a system
Currently I try to understand an unknown mechatronic system. I used white noise as an input signal and measured the output of the system. Then I estimated a 2nd order transfer function (Output/Input) ...
0
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0answers
10 views
Non-linear system identification with random lag errors
I've been researching this topic for a little while and I haven't found anything particularly concrete. I'd very interested to know if there is an accepted solution for this problem, and whether there ...
1
vote
0answers
61 views
Confusion about systems involving integrals
$$y_1(t)=\int_a^tx(τ)dτ$$
$$y_2(t)=\int_a^bx(t)dt$$
I'm confused about what are the input signals in each of these systems.
To my understanding, in the second case the input signal is $x$ since both ...
4
votes
1answer
45 views
Unstable plant transfer function identification
I would like to find the transfer function of an unknown unstable SISO plant.
If it was a stable plant, I would input a sine sweep and measure the frequency response at the output; but I cannot do ...
0
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0answers
19 views
SISO real data from any channel/system/process
I am looking for the dataset of single input - single output of any channel/system/process .
I want a dataset that looks like this matlab sample data :
dryer2
load dryer2;
it is SISO with u1 and ...
1
vote
1answer
50 views
Neural networks in system identification - What type of activation functions?
I made a free software for all operative systems, even Android. It's called Deeplearning2C. It can train a neural network and generate C code and MATLAB-code. C-code for embedded systems and MATLAB-...
0
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0answers
11 views
How to calculate auto-covariance for a discrete-time symmetric block-wave?
I am newbie to this field, so this question seems difficult to me. I'd appreciate your help.
For a discrete-time symmetric block-wave u(t), ...
5
votes
2answers
96 views
As of 2019, which discrete nonlinear, time-invariant systems with memory are considered “easy” to model and identify?
There are several types of discrete nonlinear time-invariant systems with memory ("NTIM") which are considered "easy" to model and identify. Any such system can be represented using a Volterra series, ...
1
vote
1answer
131 views
System Identification with a Limited Bandwidth Input Signal and Region of Interest
Given a FIR filter $h[n]$. Its action can described as:
$$
\mathbf{y} = \mathbf{H} \mathbf{x} \\
\mathbf{y} = \mathbf{X} \mathbf{h}
$$
where $\mathbf{H}$ and $\mathbf{X}$ is a Toeplitz matrix.
If $h$...
0
votes
1answer
82 views
Does $y[n] = x[n] \star (u[n]-u[n-2])$ have memory or is it memoryless?
$y[n] = x[n] \star (u[n]-u[n-2])$, by its definition is has to be a system with memory since it is depended from a fraction of time in the past, but if we calculate the difference $u[n]-u[n-2]$, it ...
3
votes
1answer
101 views
Why is White Noise so important in System Identification or Adaptive Filters
I'm looking to implement a feedback cancellation filter using Wiener Filtering, where an adaptive Wiener filter is used to cancel the feedback occurring in the path between a loudspeaker and a mic (...
1
vote
2answers
73 views
time invariance concept?
First of all ,please let me know?Is cosine time invariant or time variant?
If latter is the case then if a time varying input like cos is given to a time invariant system,how will it behave?
I have a ...
1
vote
1answer
115 views
Cost function for LTI system identification
I am currently reading and trying to understand a paper (Kulkarni and Colburn, 2004) that utilizes system identification methods to approximate head-related transfer functions.
The general approach ...
2
votes
3answers
289 views
Causal unstable system turn into stable anticausal?
I would appreciate it very much if someone would be able to provide some clarity, help or comment on this problem.
I have been reading several papers on time series identification such as
https://www....
7
votes
3answers
364 views
Protect an IIR filter from being reverse-engineered
I created a somewhat unique IIR filter and I want to protect the filter from being reverse-engineered
I think you all know it is quite easy to get all the different weights of an IIR by using impulse ...
0
votes
1answer
114 views
Active Noise cancellation for non periodic signals
I observed that the coded algorithm for active noise cancellation is not able to cancel some of the signals like a human voice. Is there any solution for this? Can we really cancel non-periodic ...
0
votes
1answer
115 views
Implementation of Block LMS
In the implementation of block LMS, i need one clarification.
In the 3rd step as shown in the figure attached, the summation over a product of input, $\mathbf{u}$ and error, $e$, associated with each ...
0
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0answers
68 views
system identification: MATLAB tfestimate gives different results for different Fs
So I have an experimental data; A is a chirp signal (sweep sine wave) and B is the response of the system. I identify the system as follows in MATLAB:
...
4
votes
3answers
1k views
Check if the system is linear
The system:
$$ T(x[n]) = ax[n] + bx[n-3] $$
For me it seems that the system is linear:
$$
\begin{align}
T(\alpha_1x_1[n]+\alpha_2x_2[n]) & = a(\alpha_1x_1[n]+\alpha_2x_2[n]) + b(\alpha_1x_1[n-...
4
votes
2answers
982 views
Determine whether the system is linear?
$T(x[n]) = ax[n] + b$
$ T(\alpha_{1}x_{1}[n] + \alpha_{2}x_{2}[n]) = \alpha_{1}ax_{1}[n]+ \alpha_{2}ax_{2} [n] +b $
$ \alpha_{1}T(x_{1}[n] ) + \alpha_{2}T(x_{2}[n]) = \alpha_{1}(ax[n]+b) + \alpha_{...
4
votes
2answers
3k views
Difference between causality and memorylessness
I have found the particular definitions.
Causality means that the output of the system does not depend on future inputs, but only on past input.
Memory-less - does not depend on previous values of ...
1
vote
1answer
121 views
MIT exercise 6.003 HW2 - Concept of system initially at rest
I am following the MIT open course you can find here. My question is about one of the exercises given as homework in the latter and more specifically I think I am missing something on the concept of "...
1
vote
1answer
203 views
Find filter coefficients to model a device using its measurement
I am trying to realize a digital filter that has the same freq. response of an existing speaker. I have fed an audio sine sweep to the speaker and measured the speaker output, both at 48kHz. Then I ...
0
votes
1answer
33 views
Optimising an input signal for a system to minimise distortion of output signal
I have a discrete time-series signal which I am able to process before passing it through a system which distorts said signal. This system cannot be altered and is non-linear, but a signal can be ...
2
votes
0answers
75 views
Black-box system identification procedure
I am fairly new to system identification (some background in DSP), and I am trying to use a linear black-box system identification procedure. I am specifically looking for recommendations of sources ...
2
votes
1answer
667 views
Python toolboxes for state-space estimation via subspace estimation
Is there (open-source) toolboxes for state-space estimation via subspace estimation in Python?
I know this is used in Matlab's n4sid function, but I didn't found any Python's implementation (even in ...
0
votes
3answers
124 views
Least Squares with Blocks / Updates
I have a continuous-time system that I want to fit via least squares. I just send $N$ digital samples $x[n]$ through the system and receive (via analog signal chain, ADC etc) $N$ digital samples $y[n]$...
0
votes
3answers
169 views
Causality as applied to capacitors
This question stems from a point of confusion that I still have about the causality, linearity, and time-invariance in LCCDEs. I wanted to use the capacitor as an example.
Consider a capacitor with ...
0
votes
2answers
419 views
Is $y[n]=x[n] * x[n^2]$ invertible?
Is the following system invertible or not?
$$y[n]=x[n] * x[n^2]$$ where $*$ stands for the aperiodic convolution operator. I have not been able to find a mathematically sufficient argument for it...
0
votes
2answers
374 views
Is it possible to estimate variance of noise for a step answer signal?
I know there is not possible to find the true noise of a measured signal. The only way to "find" the noise is to estimate the noise. Noise has the mean 0, but the variance varies.
So assume that we ...
-1
votes
1answer
191 views
What is the difference equation or system function of this system?
I am having trouble figuring out what the difference equation or the system function for this system is? Here ''R'' represents the unit delay. The fact that the delay is not part of the feedback loop ...
5
votes
1answer
232 views
Model Validation After Estimation for System Identification Task (Assistance with MATLAB Code)
QUESTION: I want to determine how well the estimated model fits to the future new data. How do I validate the estimated model...what is the procedure? After system identification, how to do model ...
0
votes
1answer
270 views
What is the significance of a spike like autocorrelation function
I have some questions and doubts to which the answers are difficult to extract from text books. Hence I have posted this question here. Help would be extremely beneficial. Thank you.
(1) The ...
0
votes
1answer
349 views
Estimate a Transfer Function from ARX Models vs. ARIMAX?
There is diffrent models which can be used to create a dynamical model by using least squares. Those models are following:
ARX
ARMAX
ARIMAX
OE
BJ
But if my goal with creating a dynamical model is to ...
1
vote
1answer
1k views
What is $H_2$ and $H_{\infty}$ control? [closed]
I can create a Linear Quadratic Gaussian Integral(LQGI) controller very easy by using GNU Octave. LQGI is in the area of Optimal Control Theory.
But there is something called Robust Control Theory. ...
0
votes
2answers
443 views
Why use cross-spectral density to calculate frequency response?
I am taking a class about system identification and currently learning about cross-spectral density. My textbook says that the frequency response, G, of a system can be determined as
$$G=\frac{S_{uy}}...
0
votes
1answer
313 views
Recursive system
Trying to identify if the system below is recursive or not, I would think a recursive system present output value would depend of a past output and not on a present output value.
Is
$$Y[n] = X[n] - ...
0
votes
1answer
673 views
Estimate transfer function from Bode curve
I have measured the magnitude response Y_mag(f) and phase response Y_phase(f) of an unknown physical system.
Is it possible to ...
0
votes
0answers
33 views
Frequency identification as a convex problem
Suppose I have two time series, $x(t)$ and $y(t)$: $x$ is the output of a sine wave generator, and $y$ is the generator's frequency setting. Given a training set of $(x, y)$ pairs, Is it possible to ...
1
vote
1answer
139 views
Is there a way to determine the quality of an impulse-response relationship?
I'm new to system ID so be gentle.
I have a modeled signal of streamflow that I would like to map to an observed signal of stream height. This lends itself nicely to a simple impulse-response kind of ...
2
votes
1answer
2k views
Check the stability of the system, $y[n]=u[n]$ [closed]
How do I check the following system
$$
y[n]=u[n]
$$
is BIBO stable or not ?
$u[n]$ is the unit step function
My Attempt:
For the BIBO stability, the necessary and sufficient condition is $$\sum_{n=-...
2
votes
2answers
94 views
Modelling an existing DSP filter by analysing the differences between its inputs and outputs
A DSP filter produces always the same output.
$$\boxed{\textrm{wav file}}{\longrightarrow}\boxed{\textrm{DSP}}{\longrightarrow}\boxed{\textrm{wav file(modified)}}$$
The DSP is a black box as I don't ...
0
votes
2answers
525 views
matched filtering in GSM
After the estimation of channel impulse response (using the training sequence in burst), to cancel the effect of channel on the received signal, I think, we should convolve the received signal with ...
1
vote
1answer
70 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
vote
0answers
70 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 ...
3
votes
2answers
1k 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 ...
1
vote
1answer
57 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):
...
3
votes
2answers
77 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 ...
1
vote
1answer
129 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}&...
