Questions tagged [system-identification]
The system-identification tag has no usage guidance.
104
questions
1
vote
2answers
30 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 $$v(n)=\sum_{k=0}^{m_{0}}b_ku(n-k)+\sum_{k=1}^{n_{0}}a_{k}...
0
votes
0answers
72 views
Second order dynamic system identification from step response data
I’m doing a project on System Identification that will determine my future employment. I have used commercially available software before but I can’t afford this time and that includes Matlab too. I ...
0
votes
2answers
70 views
Transfer function estimation from frequency response
Let's assume that we know that we are dealing with a SISO second order system for which we have the frequency response (magnitude and phase for a known frequency range ω). What methods would people ...
0
votes
0answers
70 views
System identification from Bode plot
Please can anyone address me to routines (possibly for MATLAB/Octave) to identify system poles and zeros from its Bode plot (magnitude+phase)? I am aware there are functions for system identification ...
2
votes
1answer
51 views
Transfer Function to go from a Step Input to a Linear Ramp between the two step values
I want a very basic simulation of a linear axis that can be given a position demand, and it will move to that position at a constant speed. At this point, I do not care about acceleration, but if I ...
1
vote
0answers
63 views
How to estimate the system characteristic function given experimental input and output
I have experimental signals $y_i(t)$ for $i = 1,\ldots,n$ that correspond to different excitation inputs to a system $x_i(t)$ for $i = 1,\ldots,n$. The goal is to find the system characteristic ...
0
votes
0answers
31 views
Why can't Adaptive filter able to identify a system if we choose an exponential decaying input signal?
I am using the following basic block diagram for System Identification using Adaptive filter:
Here, i have used $4th$ order fir filter $h(n)$ [having weights $h=\{ 0.5 , \, 0.3 , \, 0.2 , \, 0.9 , \, ...
1
vote
1answer
60 views
Difference equation system identification
Suppose I have a difference equation modeling a vehicle like this:
$$d[k+1]=d[k]+a\cdot u[k]+b,\tag1\label{eq}$$
where $d[k]$ is total distance traveled at time $k$, $u[k]$ is engine input at time $k$ ...
2
votes
1answer
55 views
Region of root locus not inside the feasible region for a given performance specification
I wanted to plot the root locus for a system, whose plant transfer function is
$$
P(s)= \frac{k}{Ts+1}e^{-ts}.
$$
A PI controller was suggested for this system, and the task is to find $K_p$ and $K_i$...
0
votes
1answer
400 views
Bode plot from from step response data
For quality control, I want to measure the frequency response of hardware I built. What I can easily generate on the hardware is a step response. Thus, I want to derive the magnitude and phase from ...
1
vote
1answer
41 views
Transfer function estimation using system identification
I am posting a control system problem here because of this post reference.
Question:
I have input and output datasets. These are graphically shown below.
The blue line is output and the pink line is ...
1
vote
1answer
120 views
Given a system with Transfer Function and its desired output. Is it possible to find the required Input?
I'm currently working on an DC servomotor. I managed to find it transfer function using System Identification theory and Matlab.
The transfer function is given as
$$H(Z) = \frac{1 - 0.4952z^{-1} + 0....
0
votes
0answers
35 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 ...
1
vote
1answer
39 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 ...
1
vote
1answer
116 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
1answer
42 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 ...
0
votes
2answers
105 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 ...
0
votes
1answer
130 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 ...
4
votes
2answers
98 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
0answers
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 ...
5
votes
1answer
80 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
1answer
67 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-...
5
votes
2answers
173 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, ...
1
vote
2answers
221 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 $h$...
0
votes
1answer
275 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 ...
3
votes
1answer
340 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
2answers
262 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
1answer
172 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
votes
3answers
574 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....
7
votes
3answers
445 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
1answer
170 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
1answer
250 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
votes
0answers
91 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
votes
3answers
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-...
4
votes
2answers
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_{...
4
votes
2answers
5k 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
vote
1answer
238 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
vote
1answer
402 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
votes
2answers
63 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
votes
0answers
94 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 ...
3
votes
1answer
1k 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
votes
3answers
166 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
votes
3answers
284 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
votes
2answers
930 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...
1
vote
2answers
672 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
votes
1answer
221 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
votes
1answer
265 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 ...
0
votes
1answer
354 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
votes
1answer
468 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 ...
1
vote
1answer
1k 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. ...
