The field of system identification uses statistical methods to build mathematical models of dynamical systems from measured data. System identification also includes the optimal design of experiments for efficiently generating informative data for fitting such models as well as model reduction. A common approach is to start from measurements of the behavior of the system and the external influences (inputs to the system) and try to determine a mathematical relation between them without going...
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These are the resources that are referenced throughout the MATLAB Tech Talk video I made called "Nonlinear System Identification | System Identification, Part 3"