Identification of Linear Dynamic Systems in State Sate

Abstract

System identification has been growing in an engineering community over the last 60 years, and an intensive research has been published in this field. This study presents an identification method of a linear time-invariant continuous dynamic system directly from time series data. The considered system is represented in a state space form. All states are assumed to be measured. The proposed identification algorithm is demonstrated and investigated, with noise-free data and noisy data, on a MATLAB simulation environment. The results confirm that the simple procedures of the proposed algorithm give an effective and successful estimation of the system parameter matrices.