Re: transfer function estimation

[Lukas Reichlin]

On 19.10.2012, at 16:24, Rudolf Widmer-Schnidrig <address@hidden> wrote:

> Dear List,
> 
> to estimate the transfer function of a liner system I feed a well defined 
> input signal into the system and record the output.
> 
> One way which I have followed so far is to FFT both the input and the output, 
> divide output by input and feed
> the resulting spectrum into invfreqs. This gives me the desired pole-zero 
> representation of my system.
> 
> Question: can this be gotten without first FFTing the input and output?
> What routines would I call?
> 
> I'd be glad to just get a sketch of the necessary steps.
> 
>                 sincerely,                 -Ruedi

Hi Ruedi

For vectors u and y containing the input and output signals in time domain, you 
can do the following:

dat = iddata (y, u)
sys = arx (dat, order)

where sys is a transfer function object of the desired order.

This requires the control package 2.4.0 to be installed. There are more system 
identification functions than arx which return state-space models. You can 
convert them to transfer functions by commands tf or tfdata. Details are to be 
found in the user manual control.pdf in the doc folder of the control package.

Hope this helps,
Lukas