NonSysId: A nonlinear system identification package with improved model term selection for NARMAX models
It addresses the challenge of limited validation data in real-time applications like structural health monitoring and biomedical signal processing, though it is incremental as it builds on existing NARMAX and term selection methods.
The paper introduces NonSysId, a MATLAB package for nonlinear system identification using NARMAX models, which improves model term selection by prioritizing simulation accuracy and parsimony, achieving robust generalization without validation data.
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.