System Identification Toolbox    

Frequency Response and Disturbance Spectra

All linear models that are estimated can be written in the form

y(t)=G(z)u(t)+v(t)

where G(z) is the (discrete-time) transfer function of the system and v(t) is an additive disturbance. The frequency response or frequency function of the system is the complex-valued function viewed as a function of angular frequency .

This function is often graphed as a Bode diagram, i.e., the logarithm of the amplitude (the absolute value) of as well as the phase (the argument) of are plotted against the logarithm of frequency in two separate plots. These plots are obtained by checking the Model View Frequency Response in the main ident window.

The estimated spectrum of the disturbance v is plotted as a power spectrum by choosing the Model View Noise Spectrum.

If the data is a time series y (with no input u), then the spectrum of y is plotted under Noise Spectrum, and no frequency functions are given.


  The Plot Windows Transient Response