System Identification Getting Started Preface Using This Guide Typographical Conventions Related Products About the Author The System Identification Problem Common Terms Used in System Identification Basic Information About Dynamic Models The Signals The Basic Dynamic Model Variants of Model Descriptions How to Interpret the Noise Source Terms to Characterize the Model Properties The Basic Steps of System Identification A Startup Identification Procedure Step 1: Looking at the Data Step 2: Getting a Feel for the Difficulties Step 3: Examining the Difficulties Step 4: Fine Tuning Orders and Disturbance Structures Multivariable Systems Reading More About System Identification Using the System Identification Toolbox The Graphical User Interface The Model and Data Boards The Working Data The Views The Validation Data The Work Flow Management Aspects Workspace Variables Help Texts Handling Data Getting Input-Output Data into the GUI Taking a Look at the Data Preprocessing Data Checklist for Data Handling Simulating Data Estimating Models Direct Estimation of the Impulse Response Direct Estimation of the Frequency Response Estimation of Parametric Models ARX Models ARMAX, Output-Error and Box-Jenkins Models State-Space Models User Defined Model Structures Examining Models Views and Models The Plot Windows Frequency Response and Disturbance Spectra Transient Response Poles and Zeros Compare Measured and Model Output Residual Analysis Text Information LTI Viewer Further Analysis in the MATLAB Workspace Some Further GUI Topics Troubleshooting in Plots Layout Questions and idprefs.mat Customized Plots What Cannot be Done Using the GUI Tutorial The Toolbox Commands An Introductory Example to Command Mode The System Identification Problem Polynomial Representation of Transfer Functions State-Space Representation of Transfer Functions Continuous-Time State-Space Models Estimating Impulse Responses Estimating Spectra and Frequency Functions Estimating Parametric Models Subspace Methods for Estimating State-Space Models Data Representation and Nonparametric Model Estimation Correlation Analysis Spectral Analysis More on the Data Representation in iddata Parametric Model Estimation ARX Models AR Models General Polynomial Black-Box Models State-Space Models Optional Variables Defining Model Structures Polynomial Black-Box Models: The idpoly Model Multivariable ARX Models: The idarx Model Black-Box State-Space Models: the idss Model Structured State-Space Models with Free Parameters: the idss Model State-Space Models with Coupled Parameters: the idgrey Model State-Space Structures: Initial Values and Numerical Derivatives Examining Models Parametric Models: idmodel and its children Frequency Function Format: the idfrd model Graphs of Model Properties Transformations to Other Model Representations Discrete and Continuous Time Models Model Structure Selection and Validation Comparing Different Structures Impulse Response to Determine Delays Checking Pole-Zero Cancellations Residual Analysis Model Error Models Noise-Free Simulations Assessing the Model Uncertainty Comparing Different Models Selecting Model Structures for Multivariable Systems Dealing with Data Outliers and Bad Data; Multi-Experiment Data Missing Data Filtering Data: Focus Feedback in Data Delays Recursive Parameter Estimation The Basic Algorithm Choosing an Adaptation Mechanism and Gain Available Algorithms Segmentation of Data Some Special Topics Periodic Inputs Connections Between the Control System Toolbox and the System Identification Toolbox Memory - Speed Trade-Offs Local Minima Initial Parameter Values Initial State The Estimated Parameter Covariance Matrix No Covariance nk and InputDelay Linear Regression Models Spectrum Normalization and the Sampling Interval Interpretation of the Loss Function Enumeration of Estimated Parameters Complex-Valued Data Strange Results Reference Command Reference Functions Listed Alphabetically aic Algorithm Properties ar armax arx arxdata arxstruc bj bode compare covf cra c2d detrend d2c EstimationInfo etfe ffplot freqresp fpe get idarx iddata ident idfilt idfrd idgrey idinput idmodel idmodred idpoly idss impulse init ivar ivstruc ivx iv4 LTI commands merge (iddata) merge (idmodel) midprefs misdata nkshift noisecnv nuderst nyquist n4sid oe pe pem plot (iddata) plot (idmodel) polydata predict present pzmap rarmax rarx rbj resample resid roe rpem rplr segment selstruc set setpname sim simsd size spa ss, tf, zpk, frd ssdata step struc timestamp tfdata view zpkdata Printable Documentation (PDF) Product Page (Web)