Estimating process noise using System Identification Toolbox

3 次查看（过去 30 天）
soeren graabaek
soeren graabaek 2022-5-3
评论： soeren graabaek 2022-5-17
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)

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Linear Model Identification 的更多信息

标签

产品

Community Treasure Hunt

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

Start Hunting!

Translated by