Questions tagged [system-identification]
The system-identification tag has no usage guidance.
1
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2answers
49 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
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1answer
59 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
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3answers
77 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....
6
votes
3answers
300 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
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1answer
59 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
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1answer
55 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
29 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
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3answers
784 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-...
3
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2answers
289 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
980 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
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1answer
51 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
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1answer
94 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
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1answer
27 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
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0answers
44 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
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1answer
334 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
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0answers
78 views
Estimation of the frequency response data using Matlab command invfreqz?
I would like to determine frequency response and then impulse response of the displacement equation (eq. 1 please see screen shot of the task below). In this example we study a response of the finite ...
0
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0answers
38 views
Are the update equations for LMS in Real Time System Identification being handled correctly
Question: Are the Least Mean Squares (LMS) coefficient update equations and step size being handled correctly?
Some background information: This algorithm is implemented on the ezdsp5535 on which ...
0
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3answers
100 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
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3answers
111 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
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2answers
192 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
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2answers
76 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
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1answer
144 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
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1answer
212 views
Model validation after estimation — system identification — help with an example in Matlab
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
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1answer
222 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
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1answer
245 views
Estimate a transfer function from ARX models - Is ARIMAX better?
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
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1answer
652 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
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2answers
340 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
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1answer
265 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
$$Y[n] = X[n] - ...
0
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1answer
479 views
Estimate transfer function from Bode curve
I have measured the magnitude response Y_mag(f) and phase response Y_phase(f) of an unknown physical system.
Is it possible to ...
0
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0answers
33 views
Frequency identification as a convex problem
Suppose I have two time series, $x(t)$ and $y(t)$: $x$ is the output of a sine wave generator, and $y$ is the generator's frequency setting. Given a training set of $(x, y)$ pairs, Is it possible to ...
1
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1answer
126 views
Is there a way to determine the quality of an impulse-response relationship?
I'm new to system ID so be gentle.
I have a modeled signal of streamflow that I would like to map to an observed signal of stream height. This lends itself nicely to a simple impulse-response kind of ...
2
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1answer
1k views
Check the stability of the system, $y[n]=u[n]$ [closed]
How do I check the following system
$$
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
90 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
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2answers
436 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
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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
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0answers
69 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
778 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
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1answer
50 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):
...
2
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2answers
70 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
85 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}&...
0
votes
2answers
238 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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2answers
113 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-...
2
votes
2answers
320 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 ...
3
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1answer
191 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 ...
2
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1answer
3k 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 ...
1
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0answers
733 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
208 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
147 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 ...
5
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1answer
185 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. ...
6
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3answers
2k 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 ...
