Optimal estimates in large sample for linear systems with unknown feedback. Includes delay estimation, input selection, fault/change detection, nonlinear systems. For Matlab or C++, by Adaptics, Inc.
Software Tools
Numerous Matlab routines for identification and estimation of discrete and continuous-time systems, nonstationary time series analysis, adaptive forecasting, and time variable/state dependent parameter estimation based on fixed interval smoothing.
Offers Matlab routines for the identification of continuous-time systems.
A free Modal Analysis and Diagnosis Toolbox to work with the Scilab environment.
A Matlab-based toolbox that implements a multivariable control-relevant identification procedure geared for the process industries.
Algorithms for identification of linear and bilinear dynamic systems using balanced parametrizations or subspace methods
A MATLAB based graphical user interface to estimate parametric models on the basis of frequency domain data.
Offers algorithms to identify linear single-input/single-output system from time/frequency data.
An extensive suite of software tools for system identification for use with Matlab. This toolbox is commercially supported by The Mathworks.
The NNSYSID toolbox is a set of MATLAB tools for neural network based identification of nonlinear dynamic systems
A collection of MATLAB routines developed and used by NASA, implementing a wide variety of experiment design, data analysis, and modeling methods, with emphasis on aircraft system identification.
Fortran routines for identification of linear systems.
A freely available system identification toolbox for use with Matlab and Octave.