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Questions tagged [system-identification]

is related to control theory, dynamic optimization and statistical methods to build mathematical models based on some measured data.

System Identification is an interconnected area of theory and engineering. Lennart Ljung is a key figure and the system identification in his words below. Other prominent figures are Bode, Nyquist, Nichols and Kalman [1].

"System identification is the art and science of building mathematical models of dynamic systems from observed input-output data. It can be seen as the interface between the real world of applications and the mathematical world of control theory and model abstractions. As such, it is an ubiquitous necessity for successful applications." [2]

References

  1. "System Identification without Lennart Ljung: what would have been different?" article by Michel Gevers here.

  2. "Perspectives on System Identification" article here by Lennart Ljung.

87 questions
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Automatic component identification/extraction of a system

This may probably be a nonsensical question, but here goes… A definition of a system could be: “a set of interacting components, which give structure and behaviour to the system”. E.g. say, a car (a system) consists of (components, such as) engine,…
A.K
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System identification

someone can explain me how to identify a model of an unknown system of this general form: $y(k)=y(k-1)\theta_1 +u(k-1)\theta_2$ I've to figure out the the $\theta$ value in order to reconstruct the model, with these data: $u=[1.5,-0.3, 1,…
Alberto Lolli
  • 21
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Identify State Space Model using Expectation Maximization Method

For a simple LTI state space system, \begin{equation} \begin{aligned} x_{k+1}&=a x_k + w_k\\ y_k&=x_k +v_k \end{aligned}, \quad k=1,\dots,M \end{equation} where noises $w_k\sim N(0,Q)$ and $v_k\sim N(0,R)$, $a=0.5$, $Q=0.01$ and $R=0.005$. I would…
Stephen Ge
  • 149