# Questions tagged [system-identification]

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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 ...
55 views

### 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 ...
47 views

### 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:: p. 50  Mathematically speaking, "time-...
147 views

### 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 ...
50 views

### 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 ...
1 vote
79 views

### 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 ...
45 views

### 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 ...
40 views

### 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 ...
1 vote
30 views

### 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 ...
94 views

### 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 ...
350 views

### 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 ...
28 views

### 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 ...
1 vote
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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 ...
1 vote
55 views

### 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 ...
219 views

### 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 ...
1 vote
74 views

### 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 ...
188 views

### 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 ...
174 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 ...
154 views

### 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 (...
1 vote
63 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 ...
135 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 ...
1 vote
73 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-...
212 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, ...
258 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 $h$...
501 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 ...
568 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
439 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
213 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 ...
800 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....
481 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 ...
1 vote
203 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 ...
1 vote
297 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 ...
119 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: ...
2k 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-...
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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 ...
1 vote
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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 "...
576 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 ...