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This paper develops a computational approach to multivariable frequency domain curve fitting, based on 2-norm minimization.
An algorithm for identifying state-space models from frequency response data of linear systems is presented. A matrix-fraction description of the transfer function is employed to curve-fit the frequency response data, using the least-squares method. The parameters of the matrix-fraction representation are then used to construct the Markov parameters of the system. Finally, state-space models are obtained through the Eigensystem Realization Algorithm using Markov parameters. The main advantage of this approach is that the curve-fitting and the Markov parameter construction are linear problems which avoid the difficulties of nonlinear optimization of other approaches. Another advantage is that it avoids windowing distortions associated with other frequency domain methods.
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.