Selecting the Method for Computing Spectral Models

This section describes how to select the method for computing spectral models in the estimation procedures Estimate Frequency-Response Models in the App and Estimate Frequency-Response Models at the Command Line.

You can choose from the following three spectral-analysis methods:

• etfe (Empirical Transfer Function Estimate)

  For input-output data — This method computes the ratio of the Fourier transform of the output to the Fourier transform of the input.

  For time-series data — This method computes a periodogram as the normalized absolute squares of the Fourier transform of the time series.

  ETFE works well for highly resonant systems or narrowband systems. The drawback of this method is that it requires linearly spaced frequency values, does not estimate the disturbance spectrum, and does not provide confidence intervals. ETFE also works well for periodic inputs and computes exact estimates at multiples of the fundamental frequency of the input and their ratio.

• spa (SPectral Analysis)

  This method is the Blackman-Tukey spectral analysis method, where windowed versions of the covariance functions are Fourier transformed.

• spafdr (SPectral Analysis with Frequency Dependent Resolution)

  This method is a variant of the Blackman-Tukey spectral analysis method with frequency-dependent resolution. First, the algorithm computes Fourier transforms of the inputs and outputs. Next, the products of the transformed inputs and outputs with the conjugate input transform are smoothed over local frequency regions. The widths of the local frequency regions can vary as a function of frequency. The ratio of these averages computes the frequency-response estimate.

Related Topics

• Estimate Frequency-Response Models in the App
• Estimate Frequency-Response Models at the Command Line