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# 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 ...
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 \...
132 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 ...
70 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 ...
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 ...
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 ...
9 views

### 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), ...
12 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, ...
47 views

### System identification with limited bandwidth

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 $h$...
92 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 ...
83 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 ...
44 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: ...
31 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 ...
33 views

### 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 ...
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 ...
324 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 ...