FSID - A Frequency Weighted MIMO Frequency Domain Identification and Rational Matrix Approximation Method for Python, Julia and Matlab

An open source toolbox, FSID, implemented in the Python, Julia and MATLAB programming languages is described. The toolbox provides scripts which estimates linear multiinput multi-output state-space models from sample data using frequency-domain subspace algorithms. Algorithms estimate based on samples of transfer function matrix as well frequency domain input output vectors are provided. algorithms can be used for discrete-time models, continuous-time approximation rational matrices corresponding to arbitrary points complex plane. handle dependent weighting enable obtain approximate BLUE estimates. To reduce computational complexity estimation algorithms, an accelerated algorithm provided evaluate realization at points.