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Level of excitation of input signals


Ped = pexcit(Data)
Ped = pexcit(Data,Maxnr)
Ped = pexcit(Data,Maxnr,Threshold)
Ped = pexcit(Data,Maxnr,Threshold,Maxsize)
[Ped,Maxnr] = pexcit(___)
[___] = pexcit(___,Name,Value)


Ped = pexcit(Data) tests the degree of persistence of excitation for the input.

Data can contain time-domain or frequency-domain input/output data, and can be in the form of a timetable, a comma-separated pair of numeric matrices, or an iddata object. If there are multiple experiments, data can be a cell array.

Ped is the degree or order of excitation of the inputs in Data and is a row vector of integers with as many components as there are inputs in Data. The intuitive interpretation of the degree of excitation in an input is the order of a model that the input is capable of estimating in an unambiguous way.

Ped = pexcit(Data,Maxnr) uses Maxnr to specify the maximum order tested. Default value of Maxnr is min(N/3,50), where N is the number of data samples in the input data.

Ped = pexcit(Data,Maxnr,Threshold) uses Threshold to specify the threshold level of the singular values of the input covariance matrix. Default value of Threshold is 1e-9. Set Maxnr to [], to allow its value to be automatically determined by the software.

Ped = pexcit(Data,Maxnr,Threshold,Maxsize) uses Maxsize to specify the limit for the size of any matrix formed. Default value of Maxsize is 250000. Set Maxnr and Threshold to [], to allow their values to be automatically determined by the software.

[Ped,Maxnr] = pexcit(___) returns the value of Maxnr used.

[___] = pexcit(___,Name,Value) uses additional model options specified by one or more name-value arguments.

The available arguments consist of InputName and OutputName, which are the input and output channel names. Use these arguments especially when data is a timetable that has more variables than you want to use. Also use OutputName to identify the output channels when the timetable data contains more than one output variable. Otherwise, the software interprets only the last variable as an output channel.

For example, specify the input and output signal variable names using sys = pexcit(data,'InputName',["u1","u3"],'OutputName',"y1").


Section 13.2 in Ljung (1999).

Version History

Introduced before R2006a