specifying state space models in SysID toolbox

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

Answer 1

[Rajiv Singh]

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

Answer 2

[Sid S]

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