sim

Simulate response of identified model

Description

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y = sim(sys,udata) returns the simulated response of an identified model using the input data, udata. By default, zero initial conditions are used for all model types except idnlgrey, in which case the initial conditions stored internally in the model are used.

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y = sim(sys,udata,opt) uses the option set, opt, to configure the simulation option, including the specification of initial conditions.

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[y,y_sd] = sim(___) returns the estimated standard deviation, y_sd, of the simulated response.

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[y,y_sd,x] = sim(___) returns the state trajectory, x, for state-space models.

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[y,y_sd,x,x_sd] = sim(___) returns the standard deviation of the state trajectory, x_sd, for state-space models.

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sim(___) plots the simulated response of the identified model.

Examples

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Estimate a third-order state-space model.

sys = ssest(z2,3);

Simulate the identified model using the input channels from the estimation data.

y = sim(sys,z2);

Load the data, and obtain the identified model.

sys = n4sid(z2,3);

sys is a third-order state-space model estimated using a subspace method.

Create a simulation option set to add noise to the simulated model response.

Simulate the model.

y = sim(sys,z2,opt1);

Default Gaussian white noise is filtered by the noise transfer function of the model and added to the simulated model response.

You can also add your own noise signal, e, using the NoiseData option.

e = randn(length(z2.u),1);

Simulate the model.

y = sim(sys,z2,opt2);

Specify the estimation option to estimate the initial state.

estimOpt = ssestOptions('InitialState','estimate');

Estimate a state-space model, and return the value of the estimated initial state.

[sys,x0] = ssest(z1,2,estimOpt);

Specify initial conditions for simulation

simOpt = simOptions('InitialCondition',x0);

Simulate the model, and obtain the model response and standard deviation.

[y,y_sd] = sim(sys,z1,simOpt);

Load estimation data, and estimate a state-space model.

sys = ssest(z1,2);

Return the standard deviation and state trajectory.

[y,y_sd,x] = sim(sys,z1);

Load estimation data, and estimate a state-space model.

sys = ssest(z1,2);

Create a simulation option set, and specify the initial states.

opt = simOptions('InitialCondition',[1;2]);

Specify the covariance of the initial states.

opt.X0Covariance = [0.1 0; 0 0.1];

Calculate the standard deviations of simulated response, y_sd, and state trajectory, x_sd.

[y,y_sd,x,x_sd] = sim(sys,z1,opt);

Obtain the identified model.

sys = tfest(z2,3);

sys is an idtf model that encapsulates the third-order transfer function estimated for the measured data z2.

Simulate the model.

sim(sys,z2)

Simulate a single-input single-output nonlinear ARX model around a known equilibrium point, with an input level of 1 and output level of 10.

Estimate a nonlinear ARX model from the data.

M = nlarx(z2,[2 2 1],'treepartition');

Estimate current states of model based on past data. Specify as many past samples as there are lags in the input and output variables (2 here).

x0 = data2state(M,struct('Input',ones(2,1),'Output',10*ones(2,1)));

Simulate the model using the initial states returned by data2state.

opt = simOptions('InitialCondition',x0);
sim(M,z2,opt)

Continue the simulation of a nonlinear ARX model from the end of a previous simulation run.

Estimate a nonlinear ARX model from data.

M = nlarx(z2,[2 2 1],'treepartition');

Simulate the model using the first half of the input data z2. Start the simulation from zero initial states.

u1 = z2(1:200,[]);
opt1 = simOptions('InitialCondition','zero');
ys1 = sim(M,u1,opt1);

Start another simulation using the second half of the input data z2. Use the same states of the model from the end of the first simulation.

u2 = z2(201:end,[]);

To set the initial states for the second simulation correctly, package input u1 and output ys1 from the first simulation into one iddata object. Pass this data as initial conditions for the next simulation.

firstSimData = [ys1,u1];
opt2 = simOptions('InitialCondition',firstSimData);
ys2 = sim(M,u2,opt2);

Verify the two simulations by comparing to a complete simulation using all the input data z2. First, extract the whole set of input data.

uTotal = z2(:,[]);
opt3 = simOptions('InitialCondition','zero');
ysTotal = sim(M,uTotal,opt3);

Plot the three responses ys1, ys2 and ysTotal. ys1 should be equal to first half of ysTotal. ys2 should be equal to the second half of ysTotal.

plot(ys1,'b',ys2,'g',ysTotal,'k*')

The plot shows that the three responses ys1, ys2, and ysTotal overlap as expected.

Estimate initial states of model M such that, the response best matches the output in data set z2.

Estimate a nonlinear ARX model from the data.

M = nlarx(z2,[4 3 2],wavenet('NumberOfUnits',20));

Estimate the initial states of M to best fit z2.y in the simulated response.

x0 = findstates(M,z2,Inf);

Simulate the model.

opt = simOptions('InitialCondition',x0);
ysim = sim(M,z2.u,opt);

Compare the simulated model output ysim with the output signal in z2.

time = z2.SamplingInstants;
plot(time,ysim,time,z2.y,'.')

Start simulation of a model near steady state, where the input is known to be 1, but the output is unknown.

Estimate a nonlinear ARX model from the data.

M = nlarx(z2,[4 3 2],'wavenet');

Determine equilibrium state values for input 1 and unknown target output.

Simulate the model using initial states x0.

opt = simOptions('InitialCondition',x0);
sim(M,z2.u,opt)

Create a Hammerstein-Wiener model.

M = nlhw(z2,[4 3 2],[],'pwlinear');

Compute steady-state operating point values corresponding to an input level of 1 and an unknown output level.

Simulate the model using the estimated initial states.

opt = simOptions('InitialCondition',x0);
sim(M,z2.u)

Load time series data, and estimate an AR model using the least-squares approach.

sys = ar(z9,6,'ls');

For time series data, specify the desired simulation length, N = 200 using an N-by-0 input data set.

data = iddata([],zeros(200,0),z9.Ts);

Set the initial conditions to use the initial samples of the time series as historical output samples.

IC = struct('Input',[],'Output',z9.y(1:6));
opt = simOptions('InitialCondition',IC);

Simulate the model.

sim(sys,data,opt)

Use historical input-output data as a proxy for initial conditions when simulating your model. You first simulate using the sim command and specify the historical data using the simOptions option set. You then reproduce the simulated output by manually mapping the historical data to initial states.

Load a two-input, one-output data set.

Identify a fifth-order state-space model using the data.

sys = n4sid(z7,5);

Split the data set into two parts.

zA = z7(1:15);
zB = z7(16:end);

Simulate the model using the input signal in zB.

uSim = zB;

Simulation requires initial conditions. The signal values in zA are the historical data, that is, they are the input and output values for the time immediately preceding data in zB. Use zA as a proxy for the required initial conditions.

IO = struct('Input',zA.InputData,'Output',zA.OutputData);
opt = simOptions('InitialCondition',IO);

Simulate the model.

ysim = sim(sys,uSim,opt);

Now reproduce the output by manually mapping the historical data to initial states of sys. To do so, use the data2state command.

xf = data2state(sys,zA);

xf contains the state values of sys at the time instant immediately after the most recent data sample in zA.

Simulate the system using xf as the initial states.

opt2 = simOptions('InitialCondition',xf);
ysim2 = sim(sys,uSim,opt2);

Plot the output of the sim command ysim and the manually computed results ysim2.

plot(ysim,'b',ysim2,'--r')

ysim2 is the same as ysim.

Input Arguments

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Identified model, specified as one of the following model objects:

Model TypeModel Object
Identified Linear ModelPolynomial modelidpoly
Process modelidproc
State-space modelidss
Transfer function modelidtf
Linear grey-box modelidgrey
Identified Nonlinear ModelNonlinear ARX modelidnlarx
Nonlinear Hammerstein-Wiener modelidnlhw
Nonlinear grey-box modelidnlgrey

Simulation input data, specified as an iddata object or a matrix. sim uses the input channels from this object as the simulation inputs. For time-domain simulation of discrete-time systems, you can also specify udata as a matrix with columns that correspond to each input channel.

If sys is a linear model, you can use either time-domain or frequency-domain data. If sys is a nonlinear model, you can only use time-domain data.

If sys is a time-series model, that is a model with no inputs, specify udata as an Ns-by-0 signal, where Ns is the wanted number of simulation output samples. For example, to simulate 100 output samples, specify udata as follows.

udata = iddata([],zeros(100,0),Ts);

If you do not have data from an experiment, use idinput to generate signals with various characteristics.

Simulation options, specified as a simOptions option set for setting the following options:

• Initial conditions

• Input/output offsets

Output Arguments

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Simulated response for sys, returned as an iddata object or matrix, depending on how you specify udata. For example, if udata is an iddata object, then so is y.

If udata represents time-domain data, then y is the simulated response for the time vector corresponding to udata.

If udata represents frequency-domain data, U(ω), then y contains the Fourier transform of the corresponding sampled time-domain output signal. This signal is the product of the frequency response of sys, G(ω), and U(ω).

For multi-experiment data, y is a corresponding multi-experiment iddata object.

Estimated standard deviation of the simulated response for linear models or nonlinear grey-box models, returned as an Ns-by-Ny matrix, where Ns is the number of samples and Ny is the number of outputs. The software computes the standard deviation by taking into account the model parameter covariance, initial state covariance, and additive noise covariance. The additive noise covariance is stored in the NoiseVariance property of the model.

y_sd is derived using first order sensitivity considerations (Gauss approximation formula).

For nonlinear models, y_sd is [].

Estimated state trajectory for state-space models, returned as an Ns-by-Nx matrix, where Ns is the number of samples and Nx is the number of states.

x is only relevant if sys is an idss, idgrey, or idnlgrey model. If sys is not a state-space model, x is returned as [].

Estimated standard deviation of state trajectory for state-space models, returned as an Ns-by-Nx matrix, where Ns is the number of samples and Nx is the number of states. The software computes the standard deviation by taking into account the model parameter covariance, initial state covariance, and additive noise covariance. The additive noise covariance is stored in the NoiseVariance property of the model.

x_sd is only relevant if sys is an idss, idgrey, or idnlgrey model. If sys is not a state-space model, x_sd is returned as [].

Tips

• When the initial conditions of the estimated model and the system that measured the validation data set are different, the simulated and measured responses may also differ, especially at the beginning of the response. To minimize this difference, estimate the initial state values using findstates and use the estimated values to set the InitialCondition option using simOptions. For an example, see Match Model Response to Output Data.

Algorithms

Simulation means computing the model response using input data and initial conditions. sim simulates the following system:

Here,

• u(t) is the simulation input data, udata.

• y(t) is the simulated output response.

• G is the transfer function from the input to the output and is defined in sys. The simulation initial conditions, as specified using simOptions, set the initial state of G.

• e(t) is an optional noise signal. Add noise to your simulation by creating a simOptions option set, and setting the AddNoise option to true. Additionally, you can change the default noise signal by specifying the NoiseData option.

• H is the noise transfer function and is defined in sys.

• δu is an optional input offset subtracted from the input signal, u(t), before the input is used to simulate the model. Specify an input offset by setting the InputOffset option using simOptions.

• δy is an optional output offset added to the output response, y(t), after simulation. Specify an output offset by setting the OutputOffset option using simOptions.

For more information on specifying simulation initial conditions, input and output offsets, and noise signal data, see simOptions. For multiexperiment data, you can specify these options separately for each experiment.

Alternatives

• Use simsd for a Monte-Carlo method of computing the standard deviation of the response.

• sim extends lsim to facilitate additional features relevant to identified models:

• Simulation of nonlinear models

• Incorporation of signal offsets

• Computation of response standard deviation (linear models only)

• Frequency-domain simulation (linear models only)

• Simulations using different intersample behavior for different inputs

To obtain the simulated response without any of the preceding operations, use lsim.