An open-source MATLAB package for system identification of ARX, NARX and (N)ARMAX models, featuring improved term selection and robust long-term simulation capabilities.
Authors: Rajintha Gunawardena (https://github.com/raj-gun), Zi-Qiang Lang, Fei He (https://github.com/feihelab)
NonSysId is a MATLAB package designed for the identification of nonlinear dynamic systems using (N)AR(MA)X models. It incorporates an enhanced Orthogonal Forward Regression (OFR) algorithm, iterative-OFR (iOFR), and PRESS-statistic based criterion to improve model term selection and ensure robust long-term predictions. The package is particularly suited for applications where separate validation datasets are difficult to obtain, such as real-time fault diagnosis and electrophysiological studies.
- Iterative OFR (iOFR): Improves term selection by iterating through multiple orthogonalisation paths to produce parsimonious models.
- Simulation-based Model Selection: Ensures simulation stability and enhances long-term prediction accuracy.
- PRESS-statistic Integration: Includes a PRESS-statistic based term selection criterion that aims to minimise the leave-one-out cross-validation error. Therefore, the model can be validated without requiring separate validation datasets.
- Reduced Computational Time (RCT): Optimized procedures to accelerate model term selection for complex NARX models.
- MATLAB R2017a or later.
- Required MATLAB Toolboxes:
- Signal Processing Toolbox (required if using earlier than Matlab 2019a, for correlation analysis).
- Parallel Computing Toolbox (required for accelerating system identification procedures).
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Clone the repository:
git clone https://github.com/raj-gun/NonSysId.git
or manually download the folder 'NonSysId'.
-
In Matlab, either;
- add the folder 'NonSysId' to the Matlab path permanently using the 'pathtool' (https://uk.mathworks.com/help/matlab/ref/pathtool.html).
- or use the 'addpath' command in the Matlab script to add the folder 'NonSysId' and use the functions within (https://uk.mathworks.com/help/matlab/ref/addpath.html).
- Basic use of identifying a SISO NARX model from real data, see the example in
Examples/Electro-mecahnical system. - An example of identifying a MISO NARX model is shown in
Examples/Hystersis_model_MISO.
If you are using the NonSysId package for academic purposes, kindly reference our pre-print paper as follows:
NonSysId: A nonlinear system identification package with improved model term selection for NARMAX models
Rajintha Gunawardena, Zi-Qiang Lang, Fei He
DOI: 10.48550/arXiv.2411.16475
@misc{10.48550/arXiv.2411.16475,
title={NonSysId: A nonlinear system identification package with improved model term selection for NARMAX models},
author={Rajintha Gunawardena and Zi-Qiang Lang and Fei He},
year={2024},
eprint={2411.16475},
archivePrefix={arXiv},
primaryClass={eess.SY},
url={https://arxiv.org/abs/2411.16475},
}
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