Questions tagged [system-identification]

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2
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1answer
59 views

Check whether a system has memory or not

My question is whether the systems below are memoryless or not: $1.) \ y(t)=K$ where $K$ is a constant $2.) \ y(t) = x(t_0) $ where $t_0$ is a constant So, from the definition I have been using so far ...
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3answers
269 views

What is the difference between a causal system and a system with memory?

As far as I know, memoryless systems are causal systems. But why aren't systems with memory necessarily causal? Since the system with memory is affected by past input and current input, I think that ...
0
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1answer
26 views

Design of digital filter with desired phase response

I want to design a digital filter with the following phase response in MATLAB. i.e. at 1kHz, the phase response should be 9 degrees, at 2khz phase response should be 18 degrees ,at 3kHz phase response ...
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2answers
63 views

System identification for a single-input-single-output-system

Let $u(n)$ be the input and $v(n)$ the output of a single-input-single-output system described by the Auto-Regressive-Moving-Average equation $$v(n)=\sum_{k=0}^{m_{0}}b_ku(n-k)+\sum_{k=1}^{n_{0}}a_{k}...
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0answers
138 views

Second order dynamic system identification from step response data

I’m doing a project on System Identification that will determine my future employment. I have used commercially available software before but I can’t afford this time and that includes Matlab too. I ...
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2answers
494 views

Transfer function estimation from frequency response

Let's assume that we know that we are dealing with a SISO second order system for which we have the frequency response (magnitude and phase for a known frequency range ω). What methods would people ...
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0answers
89 views

System identification from Bode plot

Please can anyone address me to routines (possibly for MATLAB/Octave) to identify system poles and zeros from its Bode plot (magnitude+phase)? I am aware there are functions for system identification ...
2
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1answer
80 views

Transfer Function to go from a Step Input to a Linear Ramp between the two step values

I want a very basic simulation of a linear axis that can be given a position demand, and it will move to that position at a constant speed. At this point, I do not care about acceleration, but if I ...
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0answers
64 views

How to estimate the system characteristic function given experimental input and output

I have experimental signals $y_i(t)$ for $i = 1,\ldots,n$ that correspond to different excitation inputs to a system $x_i(t)$ for $i = 1,\ldots,n$. The goal is to find the system characteristic ...
2
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1answer
74 views

Difference equation system identification

Suppose I have a difference equation modeling a vehicle like this: $$d[k+1]=d[k]+a\cdot u[k]+b,\tag1\label{eq}$$ where $d[k]$ is total distance traveled at time $k$, $u[k]$ is engine input at time $k$ ...
2
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1answer
76 views

Region of root locus not inside the feasible region for a given performance specification

I wanted to plot the root locus for a system, whose plant transfer function is $$ P(s)= \frac{k}{Ts+1}e^{-ts}. $$ A PI controller was suggested for this system, and the task is to find $K_p$ and $K_i$...
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1answer
609 views

Bode plot from from step response data

For quality control, I want to measure the frequency response of hardware I built. What I can easily generate on the hardware is a step response. Thus, I want to derive the magnitude and phase from ...
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1answer
56 views

Transfer function estimation using system identification

I am posting a control system problem here because of this post reference. Question: I have input and output datasets. These are graphically shown below. The blue line is output and the pink line is ...
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1answer
160 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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44 views

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 ...
1
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1answer
47 views

How to find the perfect regularization number?

I have an issue! Assume that we are going to solve $Ax=b$ but $x$ contains noise.To minimize that noise we can use regularization: $$x = (A^TA + \lambda I)^{-1}A^Tb$$ Where $\lambda$ is a small ...
1
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1answer
162 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 ...
1
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1answer
60 views

Confusion regarding application of time invariance to flip system?

I am reading book signal processing first Chapter 5 I am reading article of time invariance Where author mentions example of a flip system as shown in attached photo ,i have drawn a red curve above ...
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2answers
149 views

Characterizing an unknown LTI system

What are the best approaches to characterize an unknown discrete time LTI system? I believe one of the approaches is to input a known input and measure the output to find a transfer function. What are ...
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1answer
152 views

Why is the error between the desired signal and estimated signal in the case of LMS filter remaining constant even after n number of iterations

I am giving white noise as input to an adaptive filter which is initialized to zero (value of filter coefficients of adaptive filter is 0). I am getting a desired response $d(n)$ by passing white ...
4
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2answers
118 views

Stabilizing the inverse transform of a system

Currently I am trying to understand an unknown mechatronic system. I used white noise as an input signal and measured the output of the system. Then I estimated a second order SISO transfer function (...
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0answers
63 views

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 ...
5
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1answer
100 views

Unstable plant transfer function identification

I would like to find the transfer function of an unknown unstable SISO plant. If it was a stable plant, I would input a sine sweep and measure the frequency response at the output; but I cannot do ...
1
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1answer
70 views

Neural networks in system identification - What type of activation functions?

I made a free software for all operative systems, even Android. It's called Deeplearning2C. It can train a neural network and generate C code and MATLAB-code. C-code for embedded systems and MATLAB-...
5
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2answers
192 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, ...
2
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2answers
237 views

System Identification with a Limited Bandwidth Input Signal and Region of Interest

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 $h$...
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1answer
379 views

Does $y[n] = x[n] \star (u[n]-u[n-2])$ have memory or is it memoryless?

$y[n] = x[n] \star (u[n]-u[n-2])$, by its definition is has to be a system with memory since it is depended from a fraction of time in the past, but if we calculate the difference $u[n]-u[n-2]$, it ...
3
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1answer
443 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 (...
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2answers
367 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 ...
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1answer
193 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 ...
2
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3answers
677 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....
7
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3answers
468 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 ...
1
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1answer
189 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 ...
1
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1answer
276 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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0answers
106 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: ...
4
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3answers
2k 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
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2answers
2k 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_{...
4
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2answers
6k 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 ...
1
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1answer
279 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 "...
2
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1answer
480 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 ...
0
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2answers
70 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 ...
2
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0answers
106 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 ...
3
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1answer
1k 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 ...
0
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3answers
189 views

Least Squares with Blocks / Updates

I have a continuous-time system that I want to fit via least squares. I just send $N$ digital samples $x[n]$ through the system and receive (via analog signal chain, ADC etc) $N$ digital samples $y[n]$...
0
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3answers
326 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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2answers
1k views

Is $y[n]=x[n] * x[n^2]$ invertible?

Is the following system invertible or not? $$y[n]=x[n] * x[n^2]$$ where $*$ stands for the aperiodic convolution operator. I have not been able to find a mathematically sufficient argument for it...
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2answers
783 views

Is it possible to estimate variance of noise for a step answer signal?

I know there is not possible to find the true noise of a measured signal. The only way to "find" the noise is to estimate the noise. Noise has the mean 0, but the variance varies. So assume that we ...
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1answer
225 views

What is the difference equation or system function of this system?

I am having trouble figuring out what the difference equation or the system function for this system is? Here ''R'' represents the unit delay. The fact that the delay is not part of the feedback loop ...
5
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1answer
266 views

Model Validation After Estimation for System Identification Task (Assistance with MATLAB Code)

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 ...
0
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1answer
370 views

What is the significance of a spike like autocorrelation function

I have some questions and doubts to which the answers are difficult to extract from text books. Hence I have posted this question here. Help would be extremely beneficial. Thank you. (1) The ...