How to force tfest to estimate the process with "only real poles" ?

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System Identification App (>> systemIdentification) has an option to force tfest to estimate the process with only real poles instead of generic complex poles. Given that tfest is the "under-the-hood" fucntion to run the app, how can we set that option when running tfset ?

Accepted Answer

Rajiv Singh
Rajiv Singh on 25 Jul 2020
TFEST cannot guarantee real poles.
  • If you can work with <=3 poles and <=1 zero, try PROCEST. This is a process model estimator.
  • Otherwise, consider a grey-box formulation where your parameters are the real poles. See for example:
The downside to using grey-box approach is that you will need to initialize the parameter values manually; the software will not do that for you. You can run TFEST and use the poles of the resulting model to may be take a guess at the initial real pole values for grey-box estimation.

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