How does function idgrey() work?

I'm recently working on grey box model identification, and with matlab functions I got some pleasing results. I wonder how grey box model identification function(i.e. idgrey() ) work in principle, like we have to get some specific expressions with state space model. I dive into the definition of idgrey but got nothing, this function seems like calling itself. I also looked up system identification reference and user's guide, but I didn't find the answers

Answer 1

[Abhijeet]

Hi,

The idgrey function in MATLAB is a built-in function for system identification of grey-box models. Grey-box models are models that combine known physical knowledge about a system with empirical data. The idgrey function estimates the parameters of a grey-box model based on input-output data.

The specific implementation of idgrey function in MATLAB is not publicly available, but the general idea behind grey-box modeling is to combine a physical model with a statistical model. In the case of idgrey, the physical model is typically expressed as a state-space model with unknown parameters, and the statistical model is used to estimate the unknown parameters based on measured input-output data.

The idgrey function uses optimization algorithms to estimate the unknown parameters of the state-space model. These optimization algorithms iteratively adjust the values of the model parameters to minimize the difference between the model predictions and the measured data. The optimization algorithms used by idgrey depend on the specific estimation method selected by the user.

Thanks

[Raymond Wong]

Are there any recommended literature for the combination of a physical model and a statistical model?