specifying state space models in SysID toolbox

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Jason
Jason 2012-9-25
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

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Rajiv Singh
Rajiv Singh 2012-9-26
See KALMAN (Control System Toolbox). It lets you compute the observer matrix K required by IDSS model form, as a function of R, Q.

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Sid S
Sid S 2013-6-24
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

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