Questions tagged [system-identification]
The system-identification tag has no usage guidance.
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Request for publicly available datasets for linear system identification practice
Apologies if the question is not fit properly here.
Goal: I have a system identification project where I need a dataset to construct a dynamic model and perform correlation and/or predictions. The ...
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Is the system $y\left(t\right)=\int _{t^3-1}^{t^3}x\left(s\right)ds\:$ invertible? [duplicate]
I have the following system: $$y\left(t\right)=\int _{t^3-1}^{t^3}x\left(s\right)ds\:$$
I was told to determine if it's invertible system, casual system, memoryless system and linear system. I was ...
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The definition of Time Invariant systems
according to the wikipedia Time-invariant system article:
Mathematically speaking, "time-invariance" of a system is the following property:[4]: p. 50
Mathematically speaking, "time-...
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Does the error in the impulse response accumulate when applying a step-input?
Consider the model of the form $y[n]=0.9y[n-1]+x[n]+e[n]$, I forgot if this is called an ARX model but who cares, anyways assume $e[n]$ is a zero-mean white noise. I am applying a non-parametric ...
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Sufficient condition for a system to have memory
This is for a black box system which is not LTI and for which we have no input output expression, but we have some examples of sample inputs and corresponding outputs.
I believe in this situation, we ...
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IIR System Identification Difficult Problem
Identifying IIR systems is considered a difficult problem and different approaches have been proposed. Why is it considered difficult? I would like to find an accessible discussion of the problem (a ...
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How to design fir filter from transfer function
Transfer function is this equation in frequency domain:
$$G(f) = \frac{1}{4\pi d} e^{i2 \pi d f/c}$$
or Hankel function
d : constant (distance),
c : 340
We may think we know complex number of ...
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Best way convert transfer function to FIR filter without group delay if i have complex transfer function data
when i calculate acoustic transfer function, system identification using adaptive fir filtering is usually used and that have not tap/2 group delay maybe.
in simulation if i have complex number of ...
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Identifying system to represent output data as combination of 3 input data
I have some numerical data, which has 3 input vectors and 1 output vector. I have to use all the inputs to represent the output. I am new to dsp and struggling to understand how to do this.
X1: Mostly ...
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Check whether a system has memory or not
My question is whether the systems below are memoryless or not:
$1.) \ y(t)=K$ where $K$ is a constant
$2.) \ y(t) = x(t_0) $ where $t_0$ is a constant
So, from the definition I have been using so far ...
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What is the difference between a causal system and a system with memory?
As far as I know, memoryless systems are causal systems. But why aren't systems with memory necessarily causal?
Since the system with memory is affected by past input and current input, I think that ...
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Design of digital filter with desired phase response
I want to design a digital filter with the following phase response in MATLAB. i.e. at 1kHz, the phase response should be 9 degrees, at 2khz phase response should be 18 degrees ,at 3kHz phase response ...
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System identification for a single-input-single-output-system
Let $u(n)$ be the input and $v(n)$ the output of a single-input-single-output system described by the Auto-Regressive-Moving-Average equation $$v(n)=\sum_{k=0}^{m_{0}}b_ku(n-k)+\sum_{k=1}^{n_{0}}a_{k}...
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Transfer function estimation from frequency response
Let's assume that we know that we are dealing with a SISO second order system for which we have the frequency response (magnitude and phase for a known frequency range ω). What methods would people ...
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System identification from Bode plot
Please can anyone address me to routines (possibly for MATLAB/Octave) to identify system poles and zeros from its Bode plot (magnitude+phase)? I am aware there are functions for system identification ...
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Transfer Function to go from a Step Input to a Linear Ramp between the two step values
I want a very basic simulation of a linear axis that can be given a position demand, and it will move to that position at a constant speed. At this point, I do not care about acceleration, but if I ...
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How to estimate the system characteristic function given experimental input and output
I have experimental signals $y_i(t)$ for $i = 1,\ldots,n$ that correspond to different excitation inputs to a system $x_i(t)$ for $i = 1,\ldots,n$. The goal is to find the system characteristic ...
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Difference equation system identification
Suppose I have a difference equation modeling a vehicle like this:
$$d[k+1]=d[k]+a\cdot u[k]+b,\tag1\label{eq}$$
where $d[k]$ is total distance traveled at time $k$, $u[k]$ is engine input at time $k$ ...
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Region of root locus not inside the feasible region for a given performance specification
I wanted to plot the root locus for a system, whose plant transfer function is
$$
P(s)= \frac{k}{Ts+1}e^{-ts}.
$$
A PI controller was suggested for this system, and the task is to find $K_p$ and $K_i$...
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Bode plot from from step response data
For quality control, I want to measure the frequency response of hardware I built. What I can easily generate on the hardware is a step response. Thus, I want to derive the magnitude and phase from ...
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Transfer function estimation using system identification
I am posting a control system problem here because of this post reference.
Question:
I have input and output datasets. These are graphically shown below.
The blue line is output and the pink line is ...
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Given a system with Transfer Function and its desired output. Is it possible to find the required Input?
I'm currently working on an DC servomotor. I managed to find it transfer function using System Identification theory and Matlab.
The transfer function is given as
$$H(Z) = \frac{1 - 0.4952z^{-1} + 0....
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Estimation of Group Delay from Noisy Frequency Response Measurements
Consider a linear, time-invariant system. Noisy measurements of the magnitude and phase associated with the frequency response of the system are available over some dense generally non-uniform grid ...
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How to find the perfect regularization number?
I have an issue!
Assume that we are going to solve $Ax=b$ but $x$ contains noise.To minimize that noise we can use regularization:
$$x = (A^TA + \lambda I)^{-1}A^Tb$$
Where $\lambda$ is a small ...
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Why does this transfer function estimation not work? System identification
Goal:
I have an unknow dynmical system $G(s)$ and I want to find it from measurement data, output $y(t)$ and input $u(t)$. The data is frequency responses.
Method:
I begun first with creating the ...
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Confusion regarding application of time invariance to flip system?
I am reading book signal processing first
Chapter 5
I am reading article of time invariance
Where author mentions example of a flip system as shown in attached photo ,i have drawn a red curve above ...
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Characterizing an unknown LTI system
What are the best approaches to characterize an unknown discrete time LTI system? I believe one of the approaches is to input a known input and measure the output to find a transfer function. What are ...
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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 ...
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Stabilizing the inverse transform of a system
Currently I am trying 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 second order SISO transfer function (...
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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 ...
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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 ...
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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-...
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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, ...
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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 $h$...
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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 ...
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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 (...
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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 ...
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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 ...
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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....
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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 ...
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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 ...
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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 ...
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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:
...
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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-...
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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_{...
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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 ...
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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 "...
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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 ...
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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 ...
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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 ...
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