Extensive performance evaluation of the implemented system identification software has been performed using data sets from the DAISY collection. Accuracy and efficiency comparisons of the SLICOT linear systems identification software and the available subspace-based techniques for 9 applications are presented in the report V. Sima. "SLICOT Linear Systems Identification Toolbox", SLICOT Working Note 2000-4, July 2000. More detailed results for 25 applications are presented in the paper [1]. Click here to see such a timing comparison [2] of the SLICOT slmoen4 with fast QR versus MATLAB 6.5.1 n4sid with QR factorization and default options, but with order = n, 'N4Weight' = 'MOESP', and: (a) 'Cov' := 'CovarianceMatrix' = [ ], 'N4H' := 'N4Horizon' = 'Auto'; (b) 'Cov' = 'None', 'N4H' = 'Auto'; (c) 'Cov' = [ ], 'N4H' = [s s s]; (d) 'Cov' = 'None', 'N4H' = [s s s]. Here n is the chosen order of the system, and s is the number of block rows. Clearly, the use of fast algorithms is very advantageous.

Extensive testing of the implemented Wiener systems identification software has also been performed and some results are described in the report R. Schneider, A. Riedel, V. Verdult, M. Verhaegen, V. Sima. "SLICOT System Identification Toolbox for Nonlinear Wiener Systems", SLICOT Working Note 2002-6, June 2002. Click here to see the timing results [3] for 22 applications (also considered above), using wident and widentc (with options for Cholesky factorization or conjugate gradients). The representation of the vertical axis (for time) is in a logarithmic scale.

References

1. V. Sima, D.M. Sima, S. Van Huffel, "High-performance numerical algorithms and software for subspace-based linear multivariable system identification", Journal of Computational and Applied Mathematics, Vol. 170, No. 2 (September 2004), pp. 371 - 397, 2004. ISSN:0377-0427.
2. V.Sima, "Computational experience with subspace identification tools", 12th Mediterranean Conference on Control and Automation MED'04, June 6-9 2004, Kusadasi, Aydin/Turkey, MED'04 Proceedings (CD-ROM).
3. V.Sima, "Performance investigation of SLICOT Wiener systems identification toolbox", Proceedings of the 13-th IFAC Symposium on Systems Identification, SYSID 2003, August 27-29, 2003, Rotterdam, The Netherlands, Omnipress, pp. 1345-1350 (CD-ROM).

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