specifying state space models in SysID toolbox

1 view (last 30 days)
Hello, I am new to the sysid toolbox and want to see if it is worth the effort. I would like to "import" state space models identified outside of matlab into the sysid toolbox form. The models are in the form
x_t+1 = Ax_t + Bu_t+1 + e_t+1
y_t+1 = Cx_t+1 + Du_t+1 + f_t+1
f is distributed normal(0, R)
e is distributed normal(0, Q)
_ indicates the discrete time subscript.
It seems that idss can only import innovations form models. Is there a way to avoid this or do I have to provide the steady state gain?
Thank you

Accepted Answer

Rajiv Singh
Rajiv Singh on 26 Sep 2012
See KALMAN (Control System Toolbox). It lets you compute the observer matrix K required by IDSS model form, as a function of R, Q.

More Answers (1)

Sid S
Sid S on 24 Jun 2013
Hi,
I'm trying to estimate an identical model and I'm lost, would you please tell me the steps of using that toolbox ? Thanks

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!