time_id

Scilab Function
Last update : 12/01/2004

time_id - SISO least square identification

### Calling Sequence

  `[H [,err]]=time_id(n,u,y)`

### Parameters

- `n`: order of transfer
- `u`: one of the following
  - `u1`: a vector of inputs to the system
  - `"impuls"` : if y is an impulse response
  - `"step"` : if y is a step response.
- `y`: vector of response.
- `H`: rational function with degree n denominator and degree n-1 numerator if y(1)==0 or rational function with degree n denominator and numerator if y(1)<>0.
- `err`: `||y - impuls(H,npt)||^2`, where `impuls(H,npt)` are the `npt` first coefficients of impulse response of `H`

### Description

Identification of discrete time response. If `y` is strictly proper (`y(1)=0`) then `time_id` computes the least square solution of the linear equation: `Den*y-Num*u=0` with the constraint `coeff(Den,n):=1`. if `y(1)~=0` then the algorithm first computes the proper part solution and then add y(1) to the solution

### Examples

    z=poly(0,'z');
    h=(1-2*z)/(z^2-0.5*z+5)
    rep=[0;ldiv(h('num'),h('den'),20)]; //impulse response
    H=time_id(2,'impuls',rep)
    //  Same example with flts and u
    u=zeros(1,20);u(1)=1;
    rep=flts(u,tf2ss(h));        //impulse response
    H=time_id(2,u,rep)
    //  step response
    u=ones(1,20);
    rep=flts(u,tf2ss(h));     //step response.
    H=time_id(2,'step',rep)
    H=time_id(3,u,rep)    //with u as input and too high order required

### See Also

`imrep2ss`, `arl2`, `armax`, `frep2tf`,

### Author

Serge Steer INRIA