System Identification Toolbox系统辨识工具箱入门手册.pdf-资料库

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System Identification Toolbox™ Getting Started Guide Lennart Ljung R2018a

How to Contact MathWorks Latest news: www.mathworks.com Sales and services: www.mathworks.com/sales_and_services User community: Technical support: Phone: www.mathworks.com/matlabcentral www.mathworks.com/support/contact_us 508-647-7000 The MathWorks, Inc. 3 Apple Hill Drive Natick, MA 01760-2098 System Identification Toolbox™ Getting Started Guide © COPYRIGHT 1988–2018 by The MathWorks, Inc. The software described in this document is furnished under a license agreement. The software may be used or copied only under the terms of the license agreement. No part of this manual may be photocopied or reproduced in any form without prior written consent from The MathWorks, Inc. FEDERAL ACQUISITION: This provision applies to all acquisitions of the Program and Documentation by, for, or through the federal government of the United States. By accepting delivery of the Program or Documentation, the government hereby agrees that this software or documentation qualifies as commercial computer software or commercial computer software documentation as such terms are used or defined in FAR 12.212, DFARS Part 227.72, and DFARS 252.227-7014. Accordingly, the terms and conditions of this Agreement and only those rights specified in this Agreement, shall pertain to and govern the use, modification, reproduction, release, performance, display, and disclosure of the Program and Documentation by the federal government (or other entity acquiring for or through the federal government) and shall supersede any conflicting contractual terms or conditions. If this License fails to meet the government's needs or is inconsistent in any respect with federal procurement law, the government agrees to return the Program and Documentation, unused, to The MathWorks, Inc. Trademarks MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See www.mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders. Patents MathWorks products are protected by one or more U.S. patents. Please see www.mathworks.com/patents for more information.

First printing Revision History March 2007 September 2007 Second printing Third printing March 2008 Online only October 2008 March 2009 Online only September 2009 Online only March 2010 Online only September 2010 Online only April 2011 Online only September 2011 Online only March 2012 Online only September 2012 Online only March 2013 Online only September 2013 Online only Online only March 2014 October 2014 Online only March 2015 Online only September 2015 Online only March 2016 Online only September 2016 Online only March 2017 Online only September 2017 Online only March 2018 Online only New for Version 7.0 (Release 2007a) Revised for Version 7.1 (Release 2007b) Revised for Version 7.2 (Release 2008a) Revised for Version 7.2.1 (Release 2008b) Revised for Version 7.3 (Release 2009a) Revised for Version 7.3.1 (Release 2009b) Revised for Version 7.4 (Release 2010a) Revised for Version 7.4.1 (Release 2010b) Revised for Version 7.4.2 (Release 2011a) Revised for Version 7.4.3 (Release 2011b) Revised for Version 8.0 (Release 2012a) Revised for Version 8.1 (Release 2012b) Revised for Version 8.2 (Release 2013a) Revised for Version 8.3 (Release 2013b) Revised for Version 9.0 (Release 2014a) Revised for Version 9.1 (Release 2014b) Revised for Version 9.2 (Release 2015a) Revised for Version 9.3 (Release 2015b) Revised for Version 9.4 (Release 2016a) Revised for Version 9.5 (Release 2016b) Revised for Version 9.6 (Release 2017a) Revised for Version 9.7 (Release 2017b) Revised for Version 9.8 (Release 2018a)

Contents Product Overview System Identification Toolbox Product Description . . . . . . . . . Key Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . System Identification Overview . . . . . . . . . . . . . . . . . . . . . . . . . What Is System Identification? . . . . . . . . . . . . . . . . . . . . . . . . About Dynamic Systems and Models . . . . . . . . . . . . . . . . . . . . System Identification Requires Measured Data . . . . . . . . . . . . Building Models from Data . . . . . . . . . . . . . . . . . . . . . . . . . . . Black-Box Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Grey-Box Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Evaluating Model Quality . . . . . . . . . . . . . . . . . . . . . . . . . . . Learn More . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Related Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2 1-2 1-3 1-4 1-4 1-4 1-7 1-9 1-11 1-14 1-16 1-19 1-21 Using This Product 1 2 When to Use the App vs. the Command Line . . . . . . . . . . . . . . . System Identification Workflow . . . . . . . . . . . . . . . . . . . . . . . . . Commands for Model Estimation . . . . . . . . . . . . . . . . . . . . . . . . 2-2 2-4 2-6 v

3 Linear Model Identification Identify Linear Models Using System Identification App . . . . . Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preparing Data for System Identification . . . . . . . . . . . . . . . . Saving the Session . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimating Linear Models Using Quick Start . . . . . . . . . . . . . Estimating Linear Models . . . . . . . . . . . . . . . . . . . . . . . . . . . Viewing Model Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . Exporting the Model to the MATLAB Workspace . . . . . . . . . . Exporting the Model to the Linear System Analyzer . . . . . . . Identify Linear Models Using the Command Line . . . . . . . . . Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preparing Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimating Impulse Response Models . . . . . . . . . . . . . . . . . . Estimating Delays in the Multiple-Input System . . . . . . . . . . Estimating Model Orders Using an ARX Model Structure . . . Estimating Transfer Functions . . . . . . . . . . . . . . . . . . . . . . . Estimating Process Models . . . . . . . . . . . . . . . . . . . . . . . . . . Estimating Black-Box Polynomial Models . . . . . . . . . . . . . . . Simulating and Predicting Model Output . . . . . . . . . . . . . . . 3-2 3-2 3-3 3-19 3-21 3-27 3-47 3-50 3-52 3-53 3-53 3-54 3-62 3-65 3-66 3-73 3-77 3-85 3-96 Identify Low-Order Transfer Functions (Process Models) Using System Identification App . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . What Is a Continuous-Time Process Model? . . . . . . . . . . . . Preparing Data for System Identification . . . . . . . . . . . . . . Estimating a Second-Order Transfer Function (Process Model) with Complex Poles . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimating a Process Model with a Noise Component . . . . . Viewing Model Parameters . . . . . . . . . . . . . . . . . . . . . . . . . Exporting the Model to the MATLAB Workspace . . . . . . . . . Simulating a System Identification Toolbox Model in Simulink Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-102 3-102 3-103 3-103 3-111 3-117 3-123 3-125 3-126 3-133 3-133 3-134 3-140 3-140 Estimating Models Using Frequency-Domain Data . . . . . . . Advantages of Using Frequency-Domain Data . . . . . . . . . . . Representing Frequency-Domain Data in the Toolbox . . . . . Preprocessing Frequency-Domain Data for Model Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimating Linear Parametric Models . . . . . . . . . . . . . . . . . vi Contents

Validating Estimated Model . . . . . . . . . . . . . . . . . . . . . . . . Next Steps After Identifying a Model . . . . . . . . . . . . . . . . . 3-146 3-148 4 Nonlinear Model Identification Identify Nonlinear Black-Box Models Using System Identification App . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . What Are Nonlinear Black-Box Models? . . . . . . . . . . . . . . . . . Preparing Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimating Nonlinear ARX Models . . . . . . . . . . . . . . . . . . . . Estimating Hammerstein-Wiener Models . . . . . . . . . . . . . . . 4-2 4-2 4-3 4-7 4-11 4-23 vii

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