# Questions tagged [system-identification]

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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 ...
173 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 "...
275 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 ...
52 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 ...
81 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 ...
830 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 ...
135 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 $y[n]$...
205 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 ...
671 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...
482 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 ...
201 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 ...
248 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 ...
295 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 ...
420 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 ...
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### 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. ...
481 views

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 $$G=\frac{S_{uy}}... 1answer 326 views ### Recursive system Trying to identify if the system below is recursive or not, I would think a recursive system present output value would depend of a past output and not on a present output value. Is$$Y[n] = X[n] - ...
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 ...