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Frequency Domain State-Space System Identification

This paper presents an algorithm for identifying state-space models from frequency response data of linear systems. A matrix-fraction description of the transfer function is employed to curve-fit the frequency response data, using the least-squares method. The parameters of the matrix-fraction representation are then used to construct the Markov parameters of the system. Finally, state-space models are obtained through the Eigensystem Realization Algorithm using the Markov parameters. The main advantage of this approach is that the curve-fitting and the Markov-parameter-construction are linear problems which avoid the difficulties of non-linear optimization of other approaches. Another advantage is that it avoids windowing distortions associated with other frequency domain methods.