MATLAB: System Identification tool “OE, tfest” question

Question

Hi,

When I do system ID based on time domain data and frd data, I am very curious how OE or tfest deal with frd data? I know those functions use some least square methods to ID. If we only have frd data, how "OE" uses these complex number to do? Thanks.

Best regards, Haiming

Answer 1

This paper by Lennart Ljung might be helpful.It pretty much answers your question.