Questions tagged [system-identification]

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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 ...
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222 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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1answer
55 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 ...
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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 ...
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1answer
147 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 ...
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71 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 ...
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903 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 ...
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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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Transfer function estimation using System identification

I am posting a control system problem here because of this post reference: https://meta.stackexchange.com/questions/207787/is-there-a-control-theory-site Question: I have input and output datasets. ...
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1answer
45 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....
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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 ...
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Non-linear system identification with random lag errors

I've been researching this topic for a little while and I haven't found anything particularly concrete. I'd very interested to know if there is an accepted solution for this problem, and whether there ...
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22 views

SISO real data from any channel/system/process

I am looking for the dataset of single input - single output of any channel/system/process . I want a dataset that looks like this matlab sample data : dryer2 load dryer2; it is SISO with u1 and ...
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How to calculate auto-covariance for a discrete-time symmetric block-wave?

I am newbie to this field, so this question seems difficult to me. I'd appreciate your help. For a discrete-time symmetric block-wave u(t), ...
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1answer
127 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 ...
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1answer
159 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 ...
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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: ...
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2answers
46 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 ...
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3answers
189 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 ...
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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 ...
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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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72 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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363 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 ...
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78 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 ...
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1answer
240 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 ...