FdiTools

Frequency Domain System Identification MATLAB Toolbox.

Main reference:<br> R. Pintelon and J. Schoukens, System Identification: A Frequency Domain Approach, 2nd ed. Wiley-IEEE Press, 2012.

Installation

addpath src to MATLAB

Requred toolbox

• MATLAB
• Control System Toolbox
• Signal Processing Toolbox
• (optional) System Identification Toolbox

Overview

ExcitationDesign

• Multi sine
  • Options
    • Frequency range: min, max frequency
    • Frequency resolution
    • Frequency grid: linear/quasi-logarithmic grid
    • Frequency spectrum
• Other signals
  • Chirp sine
  • Pseudo Random Binary Sequence (PRBS)
  • Swept sine

NonparametricFRF

• Periodic excitation
  • $\hat{G}_{ML}(j\omega)$
  • Sample (co)variance estimation $\sigma_U^2, \sigma_Y^2, \sigma_{YU}^2$
  • Asymptotic variance of $G_{ML}(j\omega)$

ParametricEstimation

• Deterministic estimators
  • Least squares, Weighted least squares, Nonlinear least squares
• Stochastic estimators
  • Maximum likelihood estimation, Bootstrapped total least squares, Generalized total least squares

Example

Two-mass system setup

<img src="Examples/plot/twomass.jpg?raw=true" width="400">

ExcitationDesign

<img src="Examples/plot/1_Multisine.png?raw=true" width="600">

NonparametricFRF

<img src="Examples/plot/2_FRFest.png?raw=true" width="600">

NonlinearDistortions

<img src="Examples/plot/3_NL.png?raw=true" width="600">

ParametricEstimation

<img src="Examples/plot/4_deterministic.png?raw=true" width="600"> <img src="Examples/plot/4_stochastic.png?raw=true" width="600">