MATLAB® scripts, functions and data sets (wherever applicable) for the Examples and Exercises in the textbook Principles of System Identification: Theory and Practice are being provided below for the benefit of the instructors, students and general readership.
Please feel free to use the code, modify and / or re-distribute it as per your needs. I sincerely hope that these resources will be put to a positive use and for educational / research purposes only.
The resources below have been tested on MATLAB® R2014b (8.4) and SIMULINK version 8.4. You should not be surprised if you experience difficulties in using them with previous or later versions of MATLAB / SIMULINK. When you report errors with the code, please describe the exact nature of error and do NOT forget to mention the MATLAB / SIMULINK Release,
Standard disclaimer: The author (me) is, in no way, responsible for any negative consequences, including damages to the user's computer or any related work arising out of the use of these codes or data sets.
Note: If you use any of these codes or models AS IS in any of your publications, Ia word of acknowledgment would be highly appreciated.
Chapter
MATLAB scripts / SIMULINK models / Data sets
Chapter 2
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SIMULINK model of the liquid level system (of Section 2.4)
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Example 2.3 (Listing 2.1)
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Identification of liquid level system (Section 2.4)
Chapter 4
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Figures 4.9 and 4.10 (Listing 4.1)
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Estimation of OE model (Listing 4.2)
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Estimation of SS model (Listing 4.3)
Chapter 5
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Figure 5.2 & Estimation of FRF (Listing 5.1)
Chapter 9
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Example 9.5 (Listing 9.1)
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Example 9.9 (Listing 9.2)
Chapter 10
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Example 10.1 (Listing 10.1)
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Figure 10.4 (Listing 10.2)
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Example 10.5 (Listing 10.3)
Chapter 11
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Example 11.1 (Listing 11.1)
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Figures 11.4, 11.5 and 11.6 (Listing 11.2)
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Example 11.6 (Listing 11.3)
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Example 11.7 (Listing 11.4)
Chapter 13
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Figures 13.5(a) and 13.5(b) (Listing 13.1)
Chapter 14
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Example 14.1 (Listing 14.1)
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Example 14.2 (Listing 14.2)
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Estimating parameters in Example 14.5 (Listing 14.3)
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Standard error and residual analysis of Example 14.5 (Listing 14.4)
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Distribution of estimates in Example 14.5 (Listing 14.5)
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Commands to perform QR factorization (Listing 14.7)
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Commands to perform SVD (Listing 14.8)
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Example 14.7 (Listing 14.9)
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Example 14.11 (Listing 14.10)
Chapter 15
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MLE of mean and variance example (Listing 15.1)
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Example 15.1 (Listing 15.2)
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MATLAB function file for Example 15.1 (Listing 15.3)
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Example 15.2 (Listing 15.4)
Chapter 16
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Example 16.1 (Listing 16.3)
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Example 16.4 (Listing 16.4)
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Figure 16.5 (Listing 16.5)
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Figure 16.6 (Listing 16.6)
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Example 16.5 (Listing 16.7)
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Example 16.6 (Listing 16.8)
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Example 16.7 (Listing 16.9)
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Example 16.8 (Listing 16.10)
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Example 16.9 (Listing 16.11)
Chapter 18
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Figure 18.7 (Listing 18.1)
Chapter 19
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Example 19.6 (Listing 19.1)
Chapter 20
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Example 20.1 (Listing 20.1)
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Example 20.3 (Listing 20.2)
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Example 20.4 (Listing 20.3)
Chapter 21
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Example 21.7 (Listing 21.1)
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Example 21.9 (Listing 21.2)
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Example 21.10 (Listing 21.3)
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Example 21.13 (Listing 21.4)
Chapter 22
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Example 22.2 (Listing 22.2)
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Function file for computing trimmed squares (Listing 22.3)
Chapter 23
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Function for Kalman filter implementation (Listing 23.1)
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Example 23.4 (Listing 23.2)
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Example 23.5 (Listing 23.3)
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Example 23.6 (Listing 23.4)
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Example 23.9 (Listing 23.5)
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Function for two-tank system simulation (Listing 23.6)
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Grey-box modelling of two-tank system (Listing 23.7)
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Code to freeze subset of parameters (Listing 23.8)
Chapter 24
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Case Study 1
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Case Study 2
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​​​​​Listings 24.3 to 24.15 (except 24.12)
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Function file for residual analysis with pre-whitening (Listing 24.12)
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Case Study 4 (Listings 24.16 to 24.22)
Chapter 25
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Example 25.1 (Listing 25.1)
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Example 25.4 (Listing 25.2)