The behavioral toolbox
Abstract
The Behavioral Toolbox is a collection of Matlab functions for modeling, analysis, and design of dynamical systems using the behavioral approach to systems theory and control. It implements newly emerged direct data-driven methods as well as classical parametric representations of linear time-invariant systems. At the core of the toolbox is a nonparameteric representation of the finite-horizon behavior by an orthonormal basis. The current version has education and research goals and isn’t intended for handling “big data”. The paper presents five problems — checking systems equality, interconnection of systems, errors-in-variables least-squares smoothing, missing input estimation, and data-driven forecasting — and describes their solution by the methods in the toolbox.