MATLAB Software for Nonlinear and Delayed Recursive Identification : Revision 2

This report is the user’s manual for a package of MATLAB™ scripts and functions, developed for recursive prediction error identification of nonlinear state space systems. The identified state space model incorporates delay, which allows a treatment of general nonlinear networked identification, as well as of general nonlinear systems with delay. The core of the package is an implementation of two output error identification algorithms. The algorithms are based on a continuous time, structured black box state space model of a nonlinear system. The present revision adds a new algorithm, where also the output is determined via a parameterized measurement equation in the states and inputs. The software can only be run off-line, i.e. no true real time operation is possible. The algorithms are however implemented so that true on-line operation can be obtained by extraction of the main algorithmic loop. 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 scripts and functions for the setup and execution of the identification algorithms are somewhat more general than what is described in the references. The functionality for display of results include scripts for plotting of e.g. data, parameters, prediction errors, eigenvalues and the condition number of the Hessian. 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. Model validation is supported by two methods apart from the display functionality. First, a calculation of the RPEM loss function can be performed, using parameters obtained at the end of an identification run. Secondly, the accuracy as a function of the output signal amplitude can be assessed.