Technical Report 2014-014

MATLAB Software for Identification of Nonlinear Autonomous Systems - Revision 1

Torbjörn Wigren

April 2014


This report is intended as a user s manual for a package of MATLAB scripts and functions, developed for recursive and batch identification of nonlinear autonomous state space models of order 2. The core of the package consists of implementations of four algorithms for this purpose. There are two least squares batch schemes and two recursive algorithms based on Kalman filtering techniques.

The algorithms are based on a continuous time, structured black box state space model of a nonlinear autonomous system of order 2. The software can only be run off-line, i.e. no true real time operation is possible. The recursive algorithms are however implemented so that true on-line operation can be obtained by extraction of the main algorithmic loops. The user must then provide the real time environment. The software package contains scripts and functions that allow the user to either input live measurements or to generate test data by simulation. The functionality for display of results include scripts for plotting of data and parameters. The estimated model obtained at the end of a run can be simulated and the model output plotted, alone or together with the data used for identification.

Note: The software package can be downloaded from

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