System Identification: Theory for the User, 2nd Edition

6. Nonparametric Time- and Frequency-Domain Methods

A linear time-invariant model can be described by its transfer functions or by the corresponding impulse responses, as we found in Chapter 4. In this chapter we shall discuss methods that aim at determining these functions by direct techniques without first selecting a confined set of possible models. Such methods are often also called nonparametric since they do not (explicitly) employ a finite-dimensional parameter vector in the search for a best description. We shall discuss the determination of the transfer function G(q) from input to output. Section 6.1 deals with time-domain methods for this, and Sections 6.2 to 6.4 describe frequency-domain techniques of various degrees of sophistication. ...