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Questions tagged [system-identification]

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1answer
128 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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1answer
64 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
57 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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1answer
27 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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1answer
231 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 ...
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0answers
47 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 ...
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0answers
211 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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0answers
69 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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0answers
750 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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0answers
49 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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31 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: ...
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84 views

Estimation of the frequency response data using Matlab command invfreqz?

I would like to determine frequency response and then impulse response of the displacement equation (eq. 1 please see screen shot of the task below). In this example we study a response of the finite ...
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38 views

Are the update equations for LMS in Real Time System Identification being handled correctly

Question: Are the Least Mean Squares (LMS) coefficient update equations and step size being handled correctly? Some background information: This algorithm is implemented on the ezdsp5535 on which ...
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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 ...
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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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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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308 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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69 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 ...