Companion Resources to "Online and Recursive System Identification | System Identification, Part 4"

Companion Resources to "Online and Recursive System Identification | System Identification, Part 4"
Submitted by Brian Douglas on 12/06/2021
Reference 11 resources
Last Edited: 10/27/2023

These are the resources that are referenced throughout the MATLAB Tech Talk video I made called "Online and Recursive System Identification | System Identification, Part 4"

Here is the MATLAB Tech Talk video on online system identification. If you've already seen the video and are just looking for the references that I used to make it then keep on scrolling!

This book was the main reference for my video. Specifically, check out chapter 11 which covers online system identification. If you don't have access to this book, several of the other resources below still provide a good theoretic background. 

This is a nice short introduction to online estimation by Mathworks. Plus, it has links to other useful pages that describe the functions to implement online estimation.

This is the Simulink example that I highlighted in the video. I think it's helpful to start with a completed example like this when you're first learning. It gives you something that already works and you can tweak some of the parameters and see how they affect the end result.

This is another example that shows how online system identification can be used as part of an adaptive MPC controller.

The DC motor model that I derived came from this great write up. It's worth checking out! (Plus, everything on this control tutorials website is great!)

This is an example of DC Motor fault detection in MATLAB/Simulink.

This MATLAB example uses an EKF as the statistical estimation method. The write-up is really helpful as you walk through the code that implements it.

If you need a little background on the Kalman filter, this MATLAB Tech Talk series by Melda Ulusoy is a good place to start.

I've also created this journey on the Kalman filter that walks through an introduction, theory, and implementation of a Kalman filter. 

Introduction to the Kalman Filter

Introduction to the Kalman Filter

Submitted by Brian Douglas on 11/06/2020
Explanation 13 resources

If you've heard of the Kalman filter before but haven't had a chance to understand what it is, how it helps us solve state estimation problems, or how to implement one yourself, then this is the journey for you.  It is broken up into several sections: 

  1. Prerequisites - the information you might need before starting this journey
  2. Introduce the basic concepts - an overview of the filter with minimal mathematics
  3. Watch others use it - Check out the Kalman filter in action on other people's projects
  4. Try it yourself - A few different ways to implement and test the filter on your own
  5. Fundamentals - A more mathematically rigorous approach to the filter
  6. Other variations - Looking at the EKF, UKF, and expanding into the particle filter
  7. Other material - Things to check out if you're interested in exploring some more


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I haven't read this book but it came highly recommended so I thought I'd include it at the end of this journey. Might be worth checking out!