Frequency domain system identification methods - Matrix fraction description approach

Abstract

This paper presents the use of matrix fraction descriptions for least-squares curve fitting of the frequency spectra to compute two matrix polynomials. The matrix polynomials are intermediate step to obtain a linearized representation of the experimental transfer function. Two approaches are presented: first, the matrix polynomials are identified using an estimated transfer function; second, the matrix polynomials are identified directly from the cross/auto spectra of the input and output signals. A set of Markov parameters are computed from the polynomials and subsequently realization theory is used to recover a minimum order state space model. Unevenly spaced frequency response functions may be used. Results from a simple numerical example and an experiment are discussed to highlight some of the important aspect of the algorithm.