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)