System identification

From Wikipedia, the free encyclopedia

The field of system identificationNote a uses statistical methods

to build mathematical models of dynamical systems from Black box systems
measured data. System identification also includes the optimal
design of experiments for efficiently generating informative data
for fitting such models as well as model reduction. Concepts
Black box Oracle machine
Methods and techniques
Contents
Black-box testing Blackboxing
1 Overview
2 White- and black-box Related techniques
3 Input-output vs output-only
4 Optimal design of experiments Feed forward Obfuscation
5 See also Pattern recognition White box
6 Notes System identification
7 References Fundamentals
8 Further reading
9 External links Control systems Open systems
Operations research
Thermodynamic systems
Overview
A dynamical mathematical model in this context is a mathematical description of the dynamic behavior of a
system or process in either the time or frequency domain. Examples include:

physical processes such as the movement of a falling body under the influence of gravity;
economic processes such as stock markets that react to external influences.

White- and black-box

One could build a so-called white-box model based on first principles, e.g. a model for a physical process from
the Newton equations, but in many cases such models will be overly complex and possibly even impossible to
obtain in reasonable time due to the complex nature of many systems and processes.

A much more common approach is therefore to start from measurements of the behavior of the system and the
external influences (inputs to the system) and try to determine a mathematical relation between them without
going into the details of what is actually happening inside the system. This approach is called system
identification. Two types of models are common in the field of system identification:

grey box model: although the peculiarities of what is going on inside the system are not entirely known,
a certain model based on both insight into the system and experimental data is constructed. This model
does however still have a number of unknown free parameters which can be estimated using system
identification.[1][2] One example[3] uses the Monod saturation model for microbial growth. The model
contains a simple hyperbolic relationship between substrate concentration and growth rate, but this can
be justified by molecules binding to a substrate without going into detail on the types of molecules or
types of binding. Grey box modeling is also known as semi-physical modeling.[4]

black box model: No prior model is available. Most system identification algorithms are of this type.

In the context of nonlinear system identification Jin et al.[5] describe greybox modeling by assuming a model
In the context of nonlinear system identification Jin et al.[5] describe greybox modeling by assuming a model
structure a priori and then estimating the model parameters. Parameter estimation is relatively easy if the model
form is known but this is rarely the case. Alternatively the structure or model terms for both linear and highly
complex nonlinear models can be identified using NARMAX methods.[6] This approach is completely flexible
and can be used with grey box models where the algorithms are primed with the known terms, or with
completely black box models where the model terms are selected as part of the identification procedure.
Another advantage of this approach is that the algorithms will just select linear terms if the system under study
is linear, and nonlinear terms if the system is nonlinear, which allows a great deal of flexibility in the
identification.

Input-output vs output-only
System identification techniques can utilize both input and output data (e.g. eigensystem realization algorithm)
or can include only the output data (e.g. frequency domain decomposition). Typically an input-output technique
would be more accurate, but the input data is not always available.

Optimal design of experiments

The quality of system identification depends on the quality of the inputs, which are under the control of the
systems engineer. Therefore, systems engineers have long used the principles of the design of experiments. In
recent decades, engineers have increasingly used the theory of optimal experimental design to specify inputs
that yield maximally precise estimators.[7][8]

See also
Black box Nonlinear autoregressive exogenous model
Generalized filtering Open system (systems theory)
Hysteresis Pattern recognition
Identifiability System dynamics
System realization Systems theory
Parameter estimation Model order reduction
Linear time-invariant system theory Grey box completion and validation
Model selection

Notes
^a In some situations the term model identification is applied. Model identification apparently is used in a more
general and modern sense, what makes system identification a special case.

References
1. Nielsen, Henrik Aalborg; Madsen, Henrik (2000) "Predicting the Heat Consumption in District Heating
Systems using Meteorological Forecasts" (https://pdfs.semanticscholar.org/797f/e008adf5fa2b8ccb69772
99c2faa6c99c454.pdf), Department of Mathematical Modelling, Technical University of Denmark
2. Henrik Aalborg Nielsen, Henrik Madsen (2006) "Modelling the heat consumption in district heating
systems using a grey-box approach", Energy and Buildings,38 (1), 6371,
doi:10.1016/j.enbuild.2005.05.002 (https://dx.doi.org/10.1016%2Fj.enbuild.2005.05.002)
3. Wimpenny, J.W.T. (1997) "The Validity of Models", Adv Dent Res, 11(1 ):150159
4. Forssell, Lindskog, Combining Semi-Physical and Neural Network Modeling: An Example of Its
Usefulness
5. Jin, Sain, Pham, Spencer, Ramallo, (2001) "Modeling MR-Dampers: A Nonlinear Blackbox Approach",
Proceedings of the American Control Conference Arlington, VA June 2527
 6. Billings S.A. "Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-
Temporal Domains". Wiley, 2013
7. Goodwin, Graham C. & Payne, Robert L. (1977). Dynamic System Identification: Experiment Design
and Data Analysis. Academic Press. ISBN 0-12-289750-1.
8. Walter, ric & Pronzato, Luc (1997). Identification of Parametric Models from Experimental Data.
Springer.

Further reading
Goodwin, Graham C. & Payne, Robert L. (1977). Dynamic System Identification: Experiment Design
and Data Analysis. Academic Press.
Daniel Graupe: Identification of Systems, Van Nostrand Reinhold, New York, 1972 (2nd ed., Krieger
Publ. Co., Malabar, FL, 1976)
Eykhoff, Pieter: System Identification Parameter and System Estimation, John Wiley & Sons, New
York, 1974. ISBN 0-471-24980-7
Lennart Ljung: System Identification Theory For the User, 2nd ed, PTR Prentice Hall, Upper Saddle
River, N.J., 1999.
Jer-Nan Juang: Applied System Identification, Prentice Hall, Upper Saddle River, N.J., 1994.
Kushner, Harold J. and Yin, G. George (2003). Stochastic Approximation and Recursive Algorithms and
Applications (Second ed.). Springer.
Oliver Nelles: Nonlinear System Identification, Springer, 2001. ISBN 3-540-67369-5
T. Sderstrm, P. Stoica, System Identification, Prentice Hall, Upper Saddle River, N.J., 1989. ISBN 0-
13-881236-5
R. Pintelon, J. Schoukens, System Identification: A Frequency Domain Approach, 2nd Edition, IEEE
Press, Wiley, New York, 2012. ISBN 978-0-470-64037-1
Walter, ric & Pronzato, Luc (1997). Identification of Parametric Models from Experimental Data.
Springer.

External links
L. Ljung: Perspectives on System Identification, July 2008
System Identification and Model Reduction via Empirical Gramians

Retrieved from "https://en.wikipedia.org/w/index.php?title=System_identification&oldid=788348764"

This page was last edited on 30 June 2017, at 23:01.

Text is available under the Creative Commons Attribution-ShareAlike License; additional terms may
apply. By using this site, you agree to the Terms of Use and Privacy Policy. Wikipedia is a registered
trademark of the Wikimedia Foundation, Inc., a non-profit organization.