Is there a typo in the documentation for n4sid?

The documentation for n4sid contains the following code snippet. I believe the line u(k-1) = -K*y(k-2) + w(k); should read u(k-2) = -K*y(k-2) + w(k);.

N = 1000; 
K = 0.5;
rng('default');
w = randn(N,1);
z = zeros(N,1); 
u = zeros(N,1); 
y = zeros(N,1);
e = randn(N,1);
v = filter([1 0.5],[1 1.5 0.7],e);
for k = 3:N
   u(k-1) = -K*y(k-2) + w(k);
   u(k-1) = -K*y(k-1) + w(k);
   z(k) = 1.5*z(k-1) - 0.7*z(k-2) + u(k-1) + 0.5*u(k-2);
   y(k) = z(k) + 0.8*v(k);
end
dat = iddata(y, u, 1);

Answer 1

[Anjaneyulu Bairi]

Hi,

The first line in for loop should not be u(k-1). It should be u(k-2).

Please use below code to generate close loop data.

N = 1000; 
K = 0.5;
rng('default');
w = randn(N,1);
z = zeros(N,1); 
u = zeros(N,1); 
y = zeros(N,1);
e = randn(N,1);
v = filter([1 0.5],[1 1.5 0.7],e);
for k = 3:N
   u(k-2) = -K*y(k-2) + w(k-2);
   u(k-1) = -K*y(k-1) + w(k-1);
   z(k) = 1.5*z(k-1) - 0.7*z(k-2) + u(k-1) + 0.5*u(k-2);
   y(k) = z(k) + 0.8*v(k);
end
dat = iddata(y, u, 1);

Hope it helps!

[Alex]

I am leaving this open in the hopes it is seen by matlab support.

[Steven Lord]

Please contact Technical Support directly using this link rather than simply waiting and hoping it is seen by Technical Support. [Yes, I am a MathWorks staff member. But no, I am not familiar with System Identification Toolbox and so cannot answer the question.]