System Identification Toolbox
Create linear and nonlinear dynamic system models from measured input-output data
System Identification Toolbox™ provides MATLAB® functions, Simulink® blocks, and an app for constructing mathematical models of dynamic systems from measured input-output data. It lets you create and use models of dynamic systems not easily modeled from first principles or specifications. You can use time-domain and frequency-domain input-output data to identify continuous-time and discrete-time transfer functions, process models, and state-space models. The toolbox also provides algorithms for embedded online parameter estimation.
The toolbox provides identification techniques such as maximum likelihood, prediction-error minimization (PEM), and subspace system identification. To represent nonlinear system dynamics, you can estimate Hammerstein-Wiener models and nonlinear ARX models with wavelet network, tree-partition, and sigmoid network nonlinearities. The toolbox performs grey-box system identification for estimating parameters of a user-defined model. You can use the identified model for system response prediction and plant modeling in Simulink. The toolbox also supports time-series data modeling and time-series forecasting.
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From Arkadiy Turevskiy, System Identification Toolbox Technical Expert