# Unlocking the Power of System Identification and Model Estimation with MATLAB

October 03, 2023
Henry Root
Australia
System Identification
With a PhD in Control Systems Engineering from the University of Melbourne, Henry Root is a seasoned expert in the field of system identification and model estimation. He has a track record of helping over 1,500 clients achieve success in MATLAB assignments and projects.

System identification and model estimation are fundamental concepts in various fields of engineering and science. They play a crucial role in understanding, analyzing, and predicting the behaviour of complex systems. MATLAB, a powerful computational tool widely used in academia and industry, provides a rich environment for performing system identification and model estimation tasks. In this comprehensive guide, we will delve into the theoretical aspects of these processes and provide university students with the knowledge they need to write their system identification assignment using MATLAB.

## Understanding System Identification

System identification is the process of building mathematical models that describe the relationship between inputs and outputs of a dynamic system. It enables us to extract valuable information about a system's behaviour from experimental data. Here are the key steps involved in system identification:

### Data Collection

Data collection is the initial step in system identification. In this phase, real-world data is gathered from the system under investigation. This data typically comprises two types: input signals and corresponding output measurements. Input signals are the control or stimulus applied to the system, while output measurements are the responses or observations taken from the system. The quality and quantity of the collected data are of utmost importance. High-quality data, free from errors and noise, and a sufficient quantity of data points are essential for obtaining accurate models. Without good data, subsequent steps in the process may yield unreliable results.

### Preprocessing

Data preprocessing is a critical step that follows data collection. It involves several tasks aimed at enhancing the quality of the collected data. Common preprocessing tasks include:

• Data Smoothing: Reducing noise and variability in the data by applying smoothing techniques such as moving averages or filters.
• Noise Reduction: Reducing unwanted noise or disturbances that may have been introduced during data collection. Noise reduction techniques may include filtering or signal conditioning.
• Outlier Detection: Identifying and handling outliers or data points that deviate significantly from the expected behaviour. Outliers can skew model estimates and should be addressed appropriately.

The goal of data preprocessing is to ensure that the data used for model estimation is as clean and reliable as possible.

## Model Structure Selection

Selecting an appropriate model structure is a crucial decision in system identification. The choice of model structure defines the mathematical form that the model will take. Common model structures include:

• Linear Models: Assume a linear relationship between inputs and outputs, making them relatively simple but suitable for many systems.
• Nonlinear Models: Consider nonlinear relationships and are used when linear models are inadequate in capturing system behaviour.
• Time-Invariant Models: Assume that the system's behaviour does not change with time.
• Time-Varying Models: Allow for variations in the system's behaviour over time, making them suitable for dynamic systems.

The choice of model structure depends on the specific characteristics of the system under study and the objectives of the analysis.

### Parameter Estimation

Once the model structure is chosen, the next step is to estimate the model's parameters. Model parameters are the coefficients or values within the mathematical model that describe how the inputs are transformed into outputs. Parameter estimation involves finding the parameter values that best fit the model to the experimental data. Various estimation techniques can be used for this purpose, including:

• Least Squares Estimation: Minimizing the sum of squared differences between model predictions and observed data.
• Maximum Likelihood Estimation: Finding parameters that maximize the likelihood of observing the collected data.
• Recursive Estimation: Updating parameter estimates as new data becomes available.

The choice of estimation technique depends on the nature of the system and the available data.

### Model Validation

After parameter estimation, it's essential to assess the model's performance and reliability. Model validation is the process of evaluating how well the model's predictions match real-world data that was not used during parameter estimation. This step helps ensure that the model accurately represents the system's behaviour and can make reliable predictions. Common validation techniques include comparing model predictions to experimental data, calculating performance metrics (e.g., RMSE or R-squared), and using cross-validation methods to assess generalization performance.

## MATLAB for System Identification

MATLAB provides a robust set of tools and functions for performing system identification. Let's explore how MATLAB can be used in each step of the system identification process:

### Data Collection and Import

MATLAB allows users to import and manipulate data from various sources, including text files, Excel spreadsheets, and hardware devices. The importdata and xlsread functions are commonly used for data import.

### Data Preprocessing

MATLAB provides functions for data preprocessing, such as filtering, detrending, and resampling. The Signal Processing Toolbox is a valuable resource for these tasks.

### Model Structure Selection

MATLAB offers tools for selecting the appropriate model structure. The System Identification Toolbox provides functions for model order estimation and model selection based on criteria like Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC).

### Parameter Estimation

The estimation of model parameters can be performed in MATLAB using optimization techniques. The lsqnonlin function is often used for nonlinear parameter estimation, while the polyfit and polyval functions are suitable for linear models.

### Model Validation

To validate the identified model, MATLAB provides functions for simulating the model and comparing its predictions to experimental data. The goodness-of-fit measures, such as the root mean square error (RMSE) and coefficient of determination (R-squared), can be computed to assess model accuracy.

## Model Estimation Techniques

The choice of model estimation technique depends on the nature of the system and the available data. Here are some commonly used techniques in system identification:

### Least Squares Estimation

Least squares estimation minimizes the sum of squared differences between model predictions and actual measurements. MATLAB's optimization toolbox can be employed to implement this technique efficiently.

### Maximum Likelihood Estimation

Maximum likelihood estimation aims to find model parameters that maximize the likelihood of the observed data. This method is particularly useful when dealing with probabilistic models. The Statistics and Machine Learning Toolbox in MATLAB offers tools for maximum likelihood estimation.

### Recursive Estimation

Recursive estimation methods update model parameters as new data becomes available. The Recursive Least Squares (RLS) algorithm is an example of such an approach and can be implemented in MATLAB.

### Nonlinear Optimization

When dealing with nonlinear models, nonlinear optimization algorithms like the Levenberg-Marquardt algorithm can be used to find the best-fitting parameters. MATLAB's optimization toolbox provides tools for nonlinear optimization.

For more complex system identification tasks, advanced techniques and considerations come into play. These may include:

### State-Space Models

State-space models are commonly used for modelling dynamic systems, especially those whose behaviour changes over time. In a state-space model, the system's behaviour is described by a set of equations involving state variables, input signals, and output measurements. MATLAB provides support for working with state-space representations through the Control System Toolbox. This toolbox allows users to define, analyze, and control dynamic systems represented in state-space form. State estimation techniques can also be applied to estimate the current state of a dynamic system, which is valuable for real-time control and monitoring applications.

### Time-Frequency Analysis

Time-frequency analysis is employed when a system's characteristics exhibit variations over time. Techniques like wavelet analysis are used to analyze how the frequency components of a signal change with time. MATLAB's Wavelet Toolbox offers functions and tools for performing time-frequency analysis. This analysis is particularly useful for understanding phenomena with non-stationary characteristics, such as the evolving frequencies in a speech signal or the changing spectral content of a vibration signal in machinery diagnostics.

### Model Validation and Selection

Model validation and selection are crucial steps in ensuring that the identified model accurately represents the real-world system. MATLAB provides cross-validation techniques, including k-fold cross-validation, which allow users to assess the performance of different models and choose the best one among competing structures. Cross-validation helps prevent overfitting and provides a robust way to evaluate how well a model generalizes to unseen data. It is a valuable tool for selecting the most appropriate model for a given application while avoiding the risk of model bias or underfitting.

## Conclusion

System identification and model estimation are vital techniques for understanding and modelling complex systems. MATLAB's comprehensive toolset and functionality make it an ideal platform for performing these tasks. By following the steps outlined in this guide and leveraging MATLAB's capabilities, university students can gain a solid understanding of system identification and model estimation, thereby enhancing their ability to tackle assignments and real-world engineering problems. This theoretical discussion has provided a structured overview of the process of system identification and model estimation using MATLAB. By following the principles and techniques outlined in this guide, university students can confidently approach assignments and research projects related to this topic. Remember that practice and hands-on experience are essential for mastering these concepts, so don't hesitate to apply what you've learned in MATLAB to real-world problems in your field of study.