User`s guide

Filtering Data
Filtering D ata
In this section...
“Supported Filters” on page 1-107
“Choosing to Prefilter Your Data” on page 1-107
“How to Filter Da ta Using the GUI” on page 1-108
“How to Filter Data at the Command Line” o n page 1-111
“See Also” on page 1-114
Supported Filters
You can filter the input and output signals through a linear filter befo re
estimating a model in the System Identification Tool GUI or at the command
line. How you want to h andle the noise in the system determines whether it
is appropriate to prefilter the data.
The filter available in the System Identification Tool GUI is a fifth-order
(passband) Butterworth filter. If you need to specify a custom filter, use the
idfilt command.
Choosing to Prefilter Your Data
Prefiltering data can help remove high-frequency noise or low-frequency
disturbances (drift). The latter application is an alternative to subtracting
linear trends from the data, as described i n “Subtracting T rends from Signals
(Detrending)” on page 1-94.
In addition to minimizing noise, prefiltering lets you focus your model on
specific frequency bands. The frequency range of interest often corresponds
to a passband over the breakpoints on a Bode plot. For example, if you are
modeling a plant for control-design applications, you might prefilter the data
to specifically enhance f requencies around the desired closed-lo op bandwidth.
Prefiltering the input and output data through the same filter does not change
the input-output relationship for a linear system. However, prefiltering does
change the noise characteristics and affects the estimated model of the system.
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