AN IDENTIFICATION TOOLBOX FOR PROFILING NOVEL TECHNIQUES

Abstract This paper describes a Matlab (or Octave) based software package for the estimation of dynamic systems. It has been developed primarily as a vehicle for profiling novel approaches relative to existing methods within a common software framework that streamlines comparisons. Key features of the toolbox include simplicity of use (particularly via automated entry of unspecified values), the support of a wide range of scalar and multivariable model structures which include certain nonlinear classes such as bilinear and Hammerstein–Wiener, the ability to handle both time and frequency domain data, the hand optimisation of certain key routines compiled against ATLAS libraries for optimum speed, the use of non-standard optimisation methods based on adaptive subspace gradient search and the Expectation-Maximisation method, and the fact that the toolbox is freely available from http://sigpromu.org for non-commercial use.