Frequency Domain System Identification MATLAB Toolbox.

Main reference:
R. Pintelon and J. Schoukens, System Identification: A Frequency Domain Approach, 2nd ed. Wiley-IEEE Press, 2012.

addpath src to MATLAB

• MATLAB
• Control System Toolbox
• Signal Processing Toolbox
• (optional) System Identification Toolbox

• Multi sine
  • Options
    • Frequency range: min, max frequency
    • Frequency resolution
    • Frequency grid: linear/quasi-logarithmic grid
    • Frequency spectrum
• Other signals
  • Chirp sine
  • Pseudo Random Binary Sequence (PRBS)
  • Swept sine

• Periodic excitation
  • $\hat{G}_{ML}(j\omega)$
  • Sample (co)variance estimation $\sigma_U^2, \sigma_Y^2, \sigma_{YU}^2$
  • Asymptotic variance of $G_{ML}(j\omega)$

• Deterministic estimators
  • Least squares, Weighted least squares, Nonlinear least squares
• Stochastic estimators
  • Maximum likelihood estimation, Bootstrapped total least squares, Generalized total least squares

Two-mass system setup