Questions tagged [system-identification]

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13
votes
1answer
245 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 ...
12
votes
2answers
5k views

System identification packages

I've been hunting around for an alternative to Matlab's System Identification Toolbox, but the commonality of the terms "system" and "identification" are confounding the search. Are there any ...
9
votes
0answers
177 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-...
8
votes
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 ...
6
votes
3answers
312 views

Protect an IIR filter from being reverse-engineered

I created a somewhat unique IIR filter and I want to protect the filter from being reverse-engineered I think you all know it is quite easy to get all the different weights of an IIR by using impulse ...
6
votes
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 ...
5
votes
2answers
83k 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, ...
5
votes
1answer
185 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. ...
5
votes
1answer
308 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 ...
5
votes
1answer
215 views

Model validation after estimation — system identification — help with an example in Matlab

QUESTION: I want to determine how well the estimated model fits to the future new data. How do I validate the estimated model...what is the procedure? After system identification, how to do model ...
5
votes
1answer
247 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 ...
4
votes
3answers
813 views

Check if the system is linear

The system: $$ T(x[n]) = ax[n] + bx[n-3] $$ For me it seems that the system is linear: $$ \begin{align} T(\alpha_1x_1[n]+\alpha_2x_2[n]) & = a(\alpha_1x_1[n]+\alpha_2x_2[n]) + b(\alpha_1x_1[n-...
4
votes
2answers
1k views

Difference between causality and memorylessness

I have found the particular definitions. Causality means that the output of the system does not depend on future inputs, but only on past input. Memory-less - does not depend on previous values of ...
4
votes
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 ...
4
votes
1answer
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 ...
3
votes
2answers
316 views

Determine whether the system is linear?

$T(x[n]) = ax[n] + b$ $ T(\alpha_{1}x_{1}[n] + \alpha_{2}x_{2}[n]) = \alpha_{1}ax_{1}[n]+ \alpha_{2}ax_{2} [n] +b $ $ \alpha_{1}T(x_{1}[n] ) + \alpha_{2}T(x_{2}[n]) = \alpha_{1}(ax[n]+b) + \alpha_{...
3
votes
1answer
604 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
votes
1answer
187 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 ...
3
votes
1answer
49 views

Why is White Noise so important in System Identification or Adaptive Filters

I'm looking to implement a feedback cancellation filter using Wiener Filtering, where an adaptive Wiener filter is used to cancel the feedback occurring in the path between a loudspeaker and a mic (...
3
votes
1answer
193 views

System Identification with periodic signal confusion

I want to find the ETFE (Empirical Transfer Function Estimate) of the system $G(e^{j\omega})$: Where $H(e^{j\omega})$ is some filter that zero-mean white Gaussian noise $e(k)$ passes through. Let's ...
2
votes
2answers
333 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
votes
2answers
194 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 ...
2
votes
3answers
90 views

Causal unstable system turn into stable anticausal?

I would appreciate it very much if someone would be able to provide some clarity, help or comment on this problem. I have been reading several papers on time series identification such as https://www....
2
votes
1answer
322 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'...
2
votes
1answer
394 views

Python toolboxes for state-space estimation via subspace estimation

Is there (open-source) toolboxes for state-space estimation via subspace estimation in Python? I know this is used in Matlab's n4sid function, but I didn't found any Python's implementation (even in ...
2
votes
2answers
71 views

Proving conditions for controllability

Let's say I have the following LTI system: $$\dot{x}(t) = \mathbf{A} x(t) + \mathbf{B} u(t)$$ I need to somehow show the following is true or false (proof): This system is controllable if and only ...
2
votes
1answer
3k 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 ...
2
votes
1answer
148 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 ...
2
votes
1answer
591 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
votes
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 ...
2
votes
2answers
90 views

Modelling an existing DSP filter by analysing the differences between its inputs and outputs

A DSP filter produces always the same output. $$\boxed{\textrm{wav file}}{\longrightarrow}\boxed{\textrm{DSP}}{\longrightarrow}\boxed{\textrm{wav file(modified)}}$$ The DSP is a black box as I don't ...
2
votes
0answers
48 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 ...
2
votes
0answers
215 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 \...
2
votes
1answer
1k views

Check the stability of the system, $y[n]=u[n]$ [closed]

How do I check the following system $$ y[n]=u[n] $$ is BIBO stable or not ? $u[n]$ is the unit step function My Attempt: For the BIBO stability, the necessary and sufficient condition is $$\sum_{n=-...
1
vote
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 ...
1
vote
1answer
740 views

What is $H_2$ and $H_{\infty}$ control? [closed]

I can create a Linear Quadratic Gaussian Integral(LQGI) controller very easy by using GNU Octave. LQGI is in the area of Optimal Control Theory. But there is something called Robust Control Theory. ...
1
vote
1answer
86 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}&...
1
vote
2answers
501 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 ...
1
vote
2answers
51 views

time invariance concept?

First of all ,please let me know?Is cosine time invariant or time variant? If latter is the case then if a time varying input like cos is given to a time invariant system,how will it behave? I have a ...
1
vote
1answer
63 views

Cost function for LTI system identification

I am currently reading and trying to understand a paper (Kulkarni and Colburn, 2004) that utilizes system identification methods to approximate head-related transfer functions. The general approach ...
1
vote
1answer
70 views

Help in problem formulation for estimation of image as a feature vector - SISO or MIMO FIR channel model?

Based on the paper Blind Image deconvolution: A feature vector is a list of numbers used to represent an image. The feature vector for my case takes values as symbols $-1,1$. An instance or an ...
1
vote
1answer
827 views

The frequency response function (FRF) fails to detect the antiresonance of a system

I am trying to identify a vibrational systems by computing the frequency response function (FRF) of the system when a chirp signal is applied to its input. After comparing the FRF computed and the ...
1
vote
1answer
51 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): ...
1
vote
1answer
285 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 ...
1
vote
1answer
57 views

MIT exercise 6.003 HW2 - Concept of system initially at rest

I am following the MIT open course you can find here. My question is about one of the exercises given as homework in the latter and more specifically I think I am missing something on the concept of "...
1
vote
1answer
108 views

Find filter coefficients to model a device using its measurement

I am trying to realize a digital filter that has the same freq. response of an existing speaker. I have fed an audio sine sweep to the speaker and measured the speaker output, both at 48kHz. Then I ...
1
vote
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 ...
1
vote
0answers
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 ...
1
vote
0answers
760 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 ...
1
vote
0answers
50 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 ...