| System Identification |
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- Using This Guide
- Typographical Conventions
- Related Products
- About the Author
- 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
- 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
- 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
- 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
| | Getting Started | |