User`s guide

Estimating Time-Series Power Spectra
For time-domain data, the frequency ranges from 0 to the Nyquist
frequency. For frequency-domain data, the frequency ranges from the
smallest to the largest frequency in the data set.
4 In the Frequency Resolution field, enter the frequency resolution, as
described in “Options for Frequency Resolution” on page 3-6. To use the
default value, enter
default or le ave the field empty.
5 In the Model Name field, enter the name of the correlation analysis mode l.
The model name should be unique in the Model Board.
6 Click Estim ate to add this model to the M odel Board in the System
Identification Tool GUI.
7 In the Spectral M odel dialog box, click Close .
8 To view the estimated disturbance spectrum, s elect the Noise spectrum
check box in the System Identification Tool GUI. For more information
about working with this plot, see “Creating Noise-Spectrum Plots” on page
8-40.
To export the model to the M ATLAB wo r kspace, drag it to the To Workspace
rectangle in the System Identification Too l GUI. You can view the power
spectrum and the confidence intervals of the resulting
idfrd model object
using the
bode command.
How to Estimate Time-Series Power Spectra at the
Command Line
You can use the etfe, spa,andspafdr commands to estimate power spectra
of time series for both time-domain and frequency-domain data. The following
table provides a brief descriptionofeachcommand.
You must have already prepared your data, as described in “Preparing
Time-Series Data” on page 6-3.
The resulting models are stored as an
idfrd model object, w h ich contains
SpectrumData and its variance. For multiple-output data, SpectrumData
contains power spectra of each output and the cross-spectra between each
output pair.
6-5