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time_id Scilab Group Scilab Function time_id
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time_id - SISO least square identification
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[H [,err]]=time_id(n,u,y)
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u : one of the following
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u1 : a vector of inputs to the system
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"impuls" : if y is an impulse response
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"step" : if y is a step response.
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y : vector of response.
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H : rational function with degree n denominator and degree n-1
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numerator if y(1)==0 or rational function with degree n
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denominator and numerator if y(1)<>0.
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err : ||y - impuls(H,npt)||^2, where impuls(H,npt) are the npt
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first coefficients of impulse response of H
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Identification of discrete time response. If y is strictly proper
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(y(1)=0) then time_id computes the least square solution of the linear
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equation: Den*y-Num*u=0 with the constraint coeff(Den,n):=1. if y(1)~=0
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then the algorithm first computes the proper part solution and then add
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h=(1-2*z)/(z^2-0.5*z+5)
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rep=[0;ldiv(h('num'),h('den'),20)]; //impulse response
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H=time_id(2,'impuls',rep)
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// Same example with flts and u
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rep=flts(u,tf2ss(h)); //impulse response
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rep=flts(u,tf2ss(h)); //step response.
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H=time_id(2,'step',rep)
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H=time_id(3,u,rep) //with u as input and too high order required
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imrep2ss, arl2, armax, frep2tf