System Identification

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System Identification

by Rico Cordova :: Rate this Message:

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I have a question regarding Octave's capabilities for System Identification.  Are there any methods available, using Octave, that will allow a user to input a step response and get an estimate of the transfer function?

That is,

sys = tf(NUM, DEN)
[Y, T] = step(SYS)
estimate = Some_Function(Y, T)

Or something similar?

I can see several options using Matlab that will help here.  From what I can tell both etfe and idfrd seem to be something along the lines of what I'm looking for.  The GUI provided in the Matlab System Identification Toolbox will do exactly what I'm trying to do but I must do this with Octave.

Any help or direction would be greatly appreciated.  Thank you in advance.

- Rico

Re: System Identification

by Julius Smith :: Rate this Message:

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You can use stmcb or invfreqz in the discrete-time case, or invfreqs in the continuous-time case. - jos

At 07:29 AM 3/10/2009, Rico Cordova wrote:

I have a question regarding Octave's capabilities for System Identification.
Are there any methods available, using Octave, that will allow a user to
input a step response and get an estimate of the transfer function?

That is,

sys = tf(NUM, DEN)
[Y, T] = step(SYS)
estimate = Some_Function(Y, T)

Or something similar?

I can see several options using Matlab that will help here.  From what I can
tell both etfe and idfrd seem to be something along the lines of what I'm
looking for.  The GUI provided in the Matlab System Identification Toolbox
will do exactly what I'm trying to do but I must do this with Octave.

Any help or direction would be greatly appreciated.  Thank you in advance.

- Rico
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Julius O. Smith III <jos@...>
Prof. of Music and Assoc. Prof. (by courtesy) of Electrical Engineering
CCRMA, Stanford University
http://ccrma.stanford.edu/~jos/

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