Estimating process noise using System Identification Toolbox

2 vues (au cours des 30 derniers jours)
soeren graabaek
soeren graabaek le 3 Mai 2022
Commenté : soeren graabaek le 17 Mai 2022
Dear community,
I am unable to understand how the System Identification Toolbox is simulating process. I have created a dummy simulation -- see attached file -- where i simulate a SISO system actuated only though the Gaussian noise.
I am unable to understand what kind of noise simulation the toolbox is using -- i would assume some kind of wiener process, but the internal state tend towards 0. Additionally, I cannot get the correct K value when i change the step time of the simulation to another value than 1.
NB: I have been able to get the desired behaviour using SDE simulation (Stochastic simulation)

Réponses (0)

Catégories

En savoir plus sur Linear Model Identification dans Help Center et File Exchange

Community Treasure Hunt

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

Start Hunting!

Translated by