System Identification Toolbox Matlab

System Identification Toolbox
For Use with MATLAB
®

Lennart Ljung

Computation Visualization Programming

User’s Guide

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System Identification Toolbox User’s Guide ©COPYRIGHT 1988 - 1997 by The MathWorks, Inc. All Rights Reserved.
The software described in this document is furnished under a license agreement. The software may be used or copied only under the terms of the license agreement. No part of this manual may be photocopied or reproduced in any form without prior written consent from The MathWorks, Inc. U.S. GOVERNMENT: If Licensee is acquiring thePrograms on behalf of any unit or agency of the U.S. Government, the following shall apply: (a) For units of the Department of Defense: the Government shall have only the rights specified in the license under which the commercial computer software or commercial software documentation was obtained, as set forth in subparagraph (a) of the Rights in Commercial Computer Software or Commercial SoftwareDocumentation Clause at DFARS 227.7202-3, therefore the rights set forth herein shall apply; and (b) For any other unit or agency: NOTICE: Notwithstanding any other lease or license agreement that may pertain to, or accompany the delivery of, the computer software and accompanying documentation, the rights of the Government regarding its use, reproduction, and disclosure are as set forth in Clause52.227-19 (c)(2) of the FAR. MATLAB, Simulink, Handle Graphics, and Real-Time Workshop are registered trademarks and Stateflow and Target Language Compiler are trademarks of The MathWorks, Inc. Other product or brand names are trademarks or registered trademarks of their respective holders.

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Contents
The System Identification Problem

1

What is System Identification? . . . . . . . . . . . . . . . . . . . . . . . 1-2 How is that done? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2 How do you know if the model is any good? . . . . . . . . . . . . . . 1-2 Can the quality of the model be tested in other ways? . . . . . 1-2 What models are mostcommon? . . . . . . . . . . . . . . . . . . . . . . 1-2 Do you have to assume a model of a particular type? . . . . . . 1-2 What does the System Identification Toolbox contain? . . . . 1-2 Isn’t it a big limitation to work only with linear models? . . . 1-3 How do I get started? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-3 Is this really all there is to System Identification? . .. . . . . . 1-3 The Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-5 The Basic Dynamic Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-6 Variants of Model Descriptions . . . . . . . . . . . . . . . . . . . . . . . . . 1-6 How to Interpret the Noise Source . . . . . . . . . . . . . . . . . . . . . . . 1-7 Terms to Characterize theModel Properties . . . . . . . . . . . . . . . 1-9 Impulse Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-9 Step Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-9 Frequency Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-9 Zeros and Poles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....