NonSysId: A nonlinear system identification package with improved model term selection for NARMAX models

TL;DR

NonSysId is an open-source MATLAB package for nonlinear system identification that enhances model accuracy and simplicity using advanced term selection methods, suitable for real-time applications with limited validation data.

Contribution

It introduces an improved term selection methodology combining iOFR and PRESS for robust NARMAX model identification without separate validation datasets.

Findings

Enhanced model accuracy in simulation mode

Reduced computational overheads

Effective in real-time applications

Abstract

System identification involves constructing mathematical models of dynamic systems using input-output data, enabling analysis and prediction of system behaviour in both time and frequency domains. This approach can model the entire system or capture specific dynamics within it. For meaningful analysis, it is essential for the model to accurately reflect the underlying system's behaviour. This paper introduces NonSysId, an open-sourced MATLAB software package designed for nonlinear system identification, specifically focusing on NARMAX models. The software incorporates an advanced term selection methodology that prioritises on simulation (free-run) accuracy while preserving model parsimony. A key feature is the integration of iterative Orthogonal Forward Regression (iOFR) with Predicted Residual Sum of Squares (PRESS) statistic-based term selection, facilitating robust model generalisation without the need for a separate validation dataset. Furthermore, techniques for reducing computational overheads are implemented. These features make NonSysId particularly suitable for real-time applications such as structural health monitoring, fault diagnosis, and biomedical signal processing, where it is a challenge to capture the signals under consistent conditions, resulting in limited or no validation data.