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# Questions tagged [system-identification]

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### 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 ...
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 \...
152 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 ...
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. ...
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 ...
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 ...
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 ...
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 ...
536 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 ...
698 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 ...
3k views

### is $F(x,n)=x(-n + 2)$ time invariant?

My book with answers to proakis and manolakis book says that $F(x,n)=x(-n + 2)$ is time invariant while my calculation shows that it is time variant. I have repeated them many times and I am mostly ...
57 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 ...
293 views

I am reading the book "Multiple input describng functions and nonlinear system design" written by A.Gelb and W.E.Vander Velde. At some point it says: Single-valued characteristics are termed ...
127 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?
327 views

### Equivalence of FFT and PSD based output based on the Frequency Response Function

Correct me please if I am wrong... I have just started working in the domain of signal processing using the Fourier Transform ($\mathbf{FFT}$) and Power Spectral Density ($\mathbf{PSD}$). I am trying ...
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 ...
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 ...
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 ...
196 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 ...
235 views

### Issues in generating AR model with a constraint

I am new to the topic of system identification and looking for a large Autoregressive (AR) model. Can anybody point out a large stable AR model which has more than 2 coefficients AND there should be a ...
289 views

### Identification of the system with zeros

I need to identify two systems. Those are their Unit Step responses: I don't know, what order of the system that is. It could be second order system with zero in 0. Lecturer told me it was third ...
97 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{...
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 ...
336 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'...
86k 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, ...
619 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 ...
787 views

### Comparing multiple $\tt armax$ models

I would like to create an algorithm that, given an iddata, estimates different armax models with different ...
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 ...
191 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 ...
316 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 ...
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-...
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 ...
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 ...