System Identification Toolbox

This toolbox is a MATLAB-based software package for the estimation of dynamic systems.

A wide range of standard estimation approaches are supported. These include the use of non-parametric, subspace-based and prediction-error algorithms coupled (in the latter case) with either MIMO state space or MISO polynomial model structures.

Additionally, some new approaches are included. These include the support for bilinear and other Hammerstein-Wiener non-linear structures, and the use of the expectation-maximisation (EM) algorithm for time and frequency domain estimation of state space structures.

Version 3.0 released!

Features

• Includes a new Graphical User Interface;
• Support for both time-domain and frequency-domain data;
• Support for linear models in both transfer function and state-space form;
• Support for Hammerstein-Wiener nonlinear models;
• Support for Bilinear state-space models;
• Support for Grey-box state-space models (MIMO, discrete-time data);
• Support for arbitrary sampling points in continuous-time state-space model estimation (MIMO) using integrated sampling;

Version

Latest version is 3.0: August 2009;

Free for non-commercial use;

MATLAB based;

Download

This toolbox runs with Matlab under Linux, Mac OS X, and MS Windows and has been tested using Matlab versions R2008a - R2009a. It is free for non-commercial use.

→ Available here: Download

News

• 2009-08-17:Version 3.0 of toolbox released.
• 2007-05-06:Version 2.0 of toolbox released.
• 2005-08-25:Version 1.0 of toolbox released.
• 2005-08-11:Website launched.