System identification and parameter estimation

摘要: There may be many reasons to look for a model of a system based on experimental data. In this introduction we will focus on two techniques that can be used to obtain such models: System Identification and Parameter Estimation. Although the goals and applications can be quite different, both techniques also share common issues.With System Identification we use dedicated experiments to find a compact and accurate mathematical model of a dynamic system. It is frequently applied to optimise a controller for that system with knowledge from a sufficiently accurate description of the process. In many practical cases we have only a limited model of the dynamic behaviour of a complex process. In other cases the important parameters are only approximately known. In those cases System Identification can assist to obtain the required dynamic model. In this lecture we will discuss the design of the experiments and the data processing using MATLAB’s [8] identification toolbox IDENT [7]. The techniques will eg be applied to analyse the dynamic behaviour of mechanical systems.