Estimating process noise using System Identification Toolbox

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soeren graabaek
soeren graabaek 2022 年 5 月 3 日
コメント済み: soeren graabaek 2022 年 5 月 17 日
Dear community,
I am unable to understand how the System Identification Toolbox is simulating process. I have created a dummy simulation -- see attached file -- where i simulate a SISO system actuated only though the Gaussian noise.
I am unable to understand what kind of noise simulation the toolbox is using -- i would assume some kind of wiener process, but the internal state tend towards 0. Additionally, I cannot get the correct K value when i change the step time of the simulation to another value than 1.
NB: I have been able to get the desired behaviour using SDE simulation (Stochastic simulation)

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