Questions tagged [system-identification]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
2 votes
1 answer
111 views

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 ...
user avatar
  • 109
2 votes
1 answer
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 ...
user avatar
  • 21
0 votes
2 answers
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:[4]: p. 50  Mathematically speaking, "time-...
user avatar
  • 11
5 votes
2 answers
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 ...
user avatar
  • 109
3 votes
1 answer
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 ...
user avatar
1 vote
1 answer
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 ...
user avatar
0 votes
1 answer
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 ...
user avatar
  • 81
0 votes
1 answer
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 ...
user avatar
  • 81
1 vote
1 answer
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 ...
user avatar
2 votes
1 answer
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 ...
user avatar
  • 103
2 votes
3 answers
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 ...
user avatar
0 votes
1 answer
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 ...
user avatar
  • 93
1 vote
2 answers
66 views

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}...
user avatar
  • 11
0 votes
2 answers
931 views

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 ...
user avatar
  • 11
0 votes
0 answers
141 views

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 ...
user avatar
2 votes
1 answer
118 views

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 ...
user avatar
  • 121
1 vote
0 answers
67 views

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 ...
user avatar
  • 141
2 votes
1 answer
89 views

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 $k$ ...
user avatar
  • 261
2 votes
1 answer
103 views

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 $K_i$...
user avatar
-1 votes
1 answer
820 views

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 ...
user avatar
  • 111
1 vote
1 answer
67 views

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 ...
user avatar
1 vote
1 answer
218 views

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....
user avatar
0 votes
0 answers
48 views

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 ...
user avatar
  • 355
1 vote
1 answer
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 ...
user avatar
  • 389
2 votes
1 answer
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 ...
user avatar
  • 389
1 vote
1 answer
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 ...
user avatar
  • 906
0 votes
2 answers
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 ...
user avatar
0 votes
1 answer
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 ...
user avatar
  • 93
4 votes
2 answers
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 (...
user avatar
1 vote
0 answers
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 ...
user avatar
  • 11
5 votes
1 answer
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 ...
user avatar
  • 154
1 vote
1 answer
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-...
user avatar
  • 389
5 votes
2 answers
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, ...
user avatar
4 votes
2 answers
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 $h$...
user avatar
  • 445
0 votes
1 answer
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 ...
user avatar
3 votes
1 answer
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 (...
user avatar
  • 129
1 vote
2 answers
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 ...
user avatar
  • 871
1 vote
1 answer
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 ...
user avatar
2 votes
3 answers
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....
user avatar
7 votes
3 answers
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 ...
user avatar
  • 79
1 vote
1 answer
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 ...
user avatar
1 vote
2 answers
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 ...
user avatar
0 votes
0 answers
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: ...
user avatar
  • 1
4 votes
3 answers
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-...
user avatar
  • 155
4 votes
2 answers
2k 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_{...
user avatar
4 votes
2 answers
6k 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 ...
user avatar
1 vote
1 answer
292 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 "...
user avatar
2 votes
1 answer
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 ...
user avatar
  • 129
-1 votes
2 answers
81 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 ...
user avatar
2 votes
0 answers
113 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 ...
user avatar
  • 31