Cannot find reference for N4SID algorithm to identify system models from frequency response data in System Identification Toolbox

What is the reference for the function N4SID  to identify system models from frequency response data?

Answer 1

[MathWorks Support Team]

The second edition of the book "System Identification: Theory for the User" (the standard MATLAB reference on System Identification) does not cover frequency-domain estimation explicitly. Nevertheless in the Chapter 10, section 10.8 (Bibliography) the frequency response estimation problem is mentioned to be solved by McKelvey et al. in the IEEE paper "Subspace-based multivariable system identification from frequency response data". This is the reference paper for the algorithm used in N4SID  to identify system models from FRD data. The paper's BibTeX entry is:

@ARTICLE{508900, 

author={McKelvey, T. and Akcay, H. and Ljung, L.}, 

journal={Automatic Control, IEEE Transactions on}, 

title={Subspace-based multivariable system identification from frequency response data}, 

year={1996}, 

month={Jul}, 

volume={41}, 

number={7}, 

pages={960-979}, 

doi={10.1109/9.508900}, 

ISSN={0018-9286},}