Contents Preface Using This Guide Typographical Conventions Related Products About the author The System Identification Problem Common Terms Used in System Identification Basic Information About Dynamic Models 1-6 The Signals 1-6 The Basic Dynamic Model -7 Variants of Model Descriptions How to Interpret the Noise Source 1-8 Terms to Characterize the Model Properties 1-10 The Basic Steps of System Identification 1-12 A Startup Identification Procedure 1-14 Step 1: Looking at the Data 1-14 Step 2: Getting a Feel for the Difficulties Step 3: Examining the Difficulties 1-15 Step 4: Fine Tuning Orders and Disturbance Structures 1-16 Multivariable Systems 1-18 Reading More About System Identification 1-21i Contents Preface Using This Guide . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi Typographical Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . xii Related Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii About the Author . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xv 1 The System Identification Problem Common Terms Used in System Identification . . . . . . . . . . 1-4 Basic Information About Dynamic Models . . . . . . . . . . . . . . 1-6 The Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-6 The Basic Dynamic Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-7 Variants of Model Descriptions . . . . . . . . . . . . . . . . . . . . . . . . . 1-7 How to Interpret the Noise Source . . . . . . . . . . . . . . . . . . . . . . . 1-8 Terms to Characterize the Model Properties . . . . . . . . . . . . . . 1-10 The Basic Steps of System Identification . . . . . . . . . . . . . . . 1-12 A Startup Identification Procedure . . . . . . . . . . . . . . . . . . . . 1-14 Step 1: Looking at the Data . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-14 Step 2: Getting a Feel for the Difficulties . . . . . . . . . . . . . . . . 1-14 Step 3: Examining the Difficulties . . . . . . . . . . . . . . . . . . . . . . 1-15 Step 4: Fine Tuning Orders and Disturbance Structures . . . . 1-16 Multivariable Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-18 Reading More About System Identification . . . . . . . . . . . . 1-21