System Identification tool "OE, tfest" question

Hi,

When I do system ID based on time domain data and frd data, I am very curious how OE or tfest deal with frd data? I know those functions use some least square methods to ID. If we only have frd data, how "OE" uses these complex number to do? Thanks.

Best regards, Haiming

Answer 1

[Arkadiy Turevskiy]

This paper by Lennart Ljung might be helpful.It pretty much answers your question.

[Haiming Wang]

Hi Arkadiy,

Thank you so much. This paper is very good to understand frequency domain identification. But I still have a question about your "OE" function. If I only have frd complex number data, how does "OE" use this frd data to generate input and output frequency data? Thanks.

Best regards, Haiming