Questions tagged [system-identification]

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5
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2answers
12k views

How to filter data to remove noise in MATLAB?

I have 2 arrays of 800000 input and output data samples. The system is a kind of oven that works from 0 to 10 volts. The sample time is 0.001s. I have to identify the model of this system, but first ...
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1answer
52 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): ...
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1answer
87 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}&...
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2answers
293 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 ...
8
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4answers
2k views

choosing drive signals for system identification?

(I'm just learning a little about system identification so apologies in advance if this question is badly worded) How do you go about choosing drive signals for system identification? I've seen PRBS ...
2
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0answers
218 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 \...
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2answers
528 views

Inputs for system identification

What effects does have a different input such as impulse, step, sine sweep etc. on performing a system identification? I mean what is up/down side, and which one is best, and why chose one rather ...
2
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2answers
348 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 ...
2
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1answer
666 views

is $F(x, n)=x(n)u(n)$ time invariant?

My book with answers to proakis and manolakis book says that $F(x,n)=x(n)u(n)$ is time invariant while my calculation shows that it is time variant. I have repeated them many times and I am mostly ...
2
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1answer
4k 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 ...
5
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1answer
186 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. ...
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0answers
790 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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1answer
149 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 ...
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 ...
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0answers
26 views

System indentification different inputs

I have peformed different form for input/output relation to determine a system, but seem to be missing some theory which input will be the most will excite enough modes such that the models which i ...
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0answers
70 views

Perfect system identification or am i doing something wrong?

I am using MATLAB to identify a system. The problem with my method is that my result is perfect. I get a nearly 100% fit, which make me wonder if what I am doing is correct. I feed a sine sweep with ...
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2answers
1k views

Am i performing Sinesweep correctly?

I am bit unsure whether i am doing i sine sweep correctly. I am feeding my system a sine wave with f hertz within a given time interval and log its output. And then i do the same for another ...
5
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2answers
85k views

What is the difference between Lumped and Distributed systems?

What are the salient differences between Lumped and Distributed systems? In what contexts are distributed systems the appropriate model and in what are lumped systems the appropriate model? Also, ...
2
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1answer
56 views

System Identification: smoothing in E-step of EM algorithm

My question is, do the smoothed values affect the estimates obtained from the Maximization Step? If not then we could eliminate the smoothing. Once the estimates are obtained, they do not change apart ...
0
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1answer
124 views

Identify the system from input and output

I am using Excel. If I have an input and an output, and I know that a recursive band-pass filter produced the output, how can I can find the coefficients of that filter?
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1answer
1k views

Natural, Forced and Total System Response - Time domain Analysis of DT

I am a self-learner of DSP by reading related books. While reading Time domain Analysis of DT (Discrete Time) system, I suddenly got introduced to difference equation representing a system. It then ...
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0answers
51 views

Low dimensional system identification algorithms

I'm a physics Phd student and just have a self-taught knowledge about lti-systems. After a while I found out that several techniques such as heat capacity or thermal-conductance measurements can be ...
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0answers
75 views

Backward propagation of error in FIR Neural Networks

FIR Networks are a really great kind of Neural Networks. It allows very precise predictions of missing samples for example when ones wants to reconstruct missing signals or adaptive noise ...
2
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2answers
195 views

Conceptual questions from signal processing

I don't have a thorough background in Signal processing and require some information for an application pertaining to computer science. Minimum Entropy Blind Signal Deconvolution with Non Minimum ...
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1answer
96 views

Logarithm in state space equations

I want to linearize a system to this form $$\begin{bmatrix} \Delta\dot{x}_1\\ \Delta\dot{x}_2\\ \Delta\dot{x}_3 \end{bmatrix} = A\begin{bmatrix}\Delta x_1\\ \Delta x_2\\ \Delta x_3\end{...
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1answer
85 views

choosing an input signal for system identificaiton [closed]

I know we can use a -step -impulse -sinus -multisine -random phase multisine To identify a system. But what are the advantages/disadvantags of each type of ...
2
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1answer
329 views

Periodogram: an inconsistent estimator

What is the reason that a periodogram is not a consistent method for obtaining information about frequency response of a system? To be more precise, why even after increasing number of samples doesn'...
3
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1answer
617 views

What are some suitable methods for removing low-frequency line noise from measured data prior to system identification/deconvolution?

I am performing a system identification by striking an experimental model with an instrumented impact hammer and measuring the strain response. The timebase for the recorded signals is 5 microseconds ...
3
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1answer
190 views

Is this input function time varying?

I'd like to understand when an input signal is time varying or time invariant. Specifically, I have this function: $y(n) = x(n) + 0.1 + (0.2)^n + x(n-3)$ I thought that this is time varying because ...
5
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1answer
312 views

How to perform model fitting for system identification

I am having a really hard time in understanding how to formulate a model say linear AR model to represent a communication channel or maybe any motion. I have the experimental data representing the ...
10
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0answers
179 views

Estimating the input to a system from a system state using EKF [closed]

[ Cross-posted from: https://math.stackexchange.com/questions/164169/estimating-the-input-to-a-system-from-a-system-state ] I have a system for which I have obtained a non-linear time-varying state-...
5
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1answer
254 views

State space system identification

Suppose I have a real (physical) dynamical system with some sensors and actuators, and I also have an idealized state-space model of this same system. How, in general, can I adjust the model to match ...
14
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1answer
250 views

Deconvolving the measurement system from the system response

I'm preforming a system identification measurement, and would like to deconvolve the measurement system's response from the measured response. The set up of the system is as follows; the signal is ...