Functions -- By Category

Contents

Optimization interface routines

 doptlti    - Time-domain optimization of discrete-time LTI state
              space models.
 foptlti    - Frequency-domain optimization of discrete-time and
              continuous-time LTI state space models.

Optimization functions

 lmmore     - More-Hebden trust-region based implementation of the
              Levenberg-Marquardt gradient-search optimization
              algorithm.

Cost-functions

 dfunlti    - Cost-function for doptlti.
 ffunlti    - Cost-function for foptlti

(De-)parametrization functions

 dss2th     - Parametrization of discrete-time models
 css2th     - Parametrization of continuous-time models
 dth2ss     - De-parametrization of discrete-time models
 cth2ss     - De-parametrization of continuous-time models

Miscellaneous support-functions

 destmar    - Estimation of a multivariable AR process.
 cholicm    - Cholesky-factor of the Inverse Covariance Matrix
              of a multivariable AR process.
 mkoptstruc - An empty MATLAB 6 optimization options-structure.
 optim5to6  - MATLAB 5 to 6 optimization options conversion.
 vaf        - Variance Accounted For between two signals.
 prbn       - Pseudo random binary noise.
 gbn        - Generalized binary noise test-signal.
 shave      - Remove spikes from measured signals.

Low-level calculation routines

 ltiitr     - State-trajectory calculation for LTI systems.
 ltifrf     - Frequency Response Function calculation for LTI systems.
 simlns     - Similarity-map left null-space for the full parametrization.
 dltisim    - Simulates a discrete-time LTI state-space system.
 ss2frf     - This function calculates the frequency-response function

Time-domain subspace identification functions

 dordpo     - Compress data and estimate order for PO-MOESP.
 dordpi     - Compress data and estimate order for PI-MOESP.
 dordrs     - Compress data and estimate order for RS-MOESP.
 dmodpo     - Calculate A and C using PO-MOESP.
 dmodpi     - Calculate A and C using PI-MOESP.
 dmodrs     - Calculate A and C using RS-MOESP.
 dac2b      - Calculate B matrix (assume D is zero).
 dac2bd     - Calculate B and D matrices.
 dinit      - Calculate initial condition.

Frequency-domain subspace identification functions

 fdordom    - Compress data and estimate order for discrete-time models
 fcordom    - Compress data and estimate order for continuous-time models
 fdmodom    - Calculate A and C for discrete-time models
 fcmodom    - Calculate A and C for continuous-time models
 fac2b      - Calculate B matrix (assume D is zero)
 fac2bd     - Calculate B and D matrices.