System Identification -- Transfer Function from Frequency Response Data

I have some frequency response data (amplitude, phase and frequency) of a system that I collected using a frequency response analyzer and
am trying to obtain its transfer function (poles and zeros).
This general problem is addressed in http://www.mathworks.com/support/solutions/data/7423.shtml . In short, I tried to use the invfreqs approach suggested in this link, but got horrible results. The other suggestion mentioned is to use the 3rd-party Frequency Domain Toolbox ($950). Other than buying a new toolbox, does anyone have any suggestions for obtaining the transfer function from frequency domain data?
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If your data is the typical frequency sweep with lots of noise at the high-frequency end that may interfere with your ability to pull out a transfer function.
If your system was hitting some nonlinearity such as actuator saturation, backlash in the geartrain, friction, etc., that will corrupt your data (an s- or z-domain transfer function is only valid for a linear system). If you have a chance to go back and re-do your data you can usually tell that this is happening by changing the level of the excitation -- if the transfer function changes much then there's a good chance your system's bumping into a nonlinearity. Keep in mind that depending on the nonlinearity it could show up at either excitation level -- friction and backlash will affect the small-excitation behavior, and actuator saturation will affect the large-excitation behavior.
I have three suggestions:
One: Check that your data is good from DC to light. If not, find out if the math package provides a way to discount the data at certain (higher?) frequencies. If it doesn't, restrict the data yourself by hacking off its high-frequency end.
Two: dummy up your own transfer function using your knowledge about the system. Plot your transfer function against the measured transfer function and diddle the numbers until they match to your satisfaction. This is an obvious non-starter if you're trying to make an automatic tuner or some such thing, but for a one off it should work.
Three (this is what I do and highly recommend): change the rules, and win the new game. This is a non-starter if you're working to a specific assignment, but otherwise I certainly like it! When confronted with this sort of data I usually just load the phase/gain plot into my math package and design my compensator using Nyquist diagrams and Bode plots. This does have the downside of never knowing the symbolic transfer functions. The upside, however, is that you're working with data that's as little removed from the real system as humanly possible (and the gain and phase margins are easy to see). You can directly extract all of the frequency-domain performance paremeters straight from your data, and if you absolutely must have time domain responses you can extract them using the inverse Fourier transform.
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Thank you for the quick response. Of your three suggestions, the only viable one for me was the first, i.e, discounting the higher frequencies. I played around with this and it resulted in a transfer function closer to what I would have expected. This appears to be a promising route to continue to investigate.
Thanks again for your help!

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Uh, no. A nonlinear system does not corrupt data. It results in data that you are not capable of handling. The fault, dear Brutus, lies not in the system but in ourselves.
If the theories do not fit the facts they must be changed.
Walter.
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From the perspective that you're trying to get data about the system when it is operating linearly, driving it nonlinear does corrupt the data. You're right, none the less, in that I didn't point out that you should never assume that your system is linear, and furthermore that you should never ask if your system will hit a nonlinearity, but when and how.
None the less, linear analysis can do wonderful things for you, as long as you keep your eyes open.

saturation,
data...
that
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Fully agree here, and I could add that the type of excitation applied should correspond to the particular character of the system that you are trying to identify. In the case of a linear system, each mode to be identified should experience "sufficient excitation" (Ljung?), or else we run into numerical difficulties (such as rank deficiency in batch mode least squares) - hence the value of band-limited excitation for system identification.
I would suggest successful identification relies on establishing the nature of the dynamic modes to be identified, and this process might involve some preliminary investigation (and modelling to identify significant mode shapes and approximate characteristic frequencies, and simulations to find the effect of non-linearities....)
Tim Wescott wrote:

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I never tried using the frequency response. I can't count on being able to shake the system to the ground just to tune it. I use least squares system identification. This requires that you know the number of poles and zeros ahead of time or fit the data to many models and choose the best one. You can do this with an Excel spread sheet, no fancy math package required but it helps.
Peter Nachtwey
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-- snip --

to
and
one.
What do you use for excitation? I assume it's a step input or one of it's relatives.
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able
required
I would like to use a step jump. On machines that are very stiff, with little load, this works well, but it abuses the machine. Step jumps make my whole hydraulic test system shake so I usually use open loop ramps that are slow enough not to cause the machine frame to shake yet fast enough to so it is beyond the response bandwidth of the system. If the machine shakes then it will induce oscillations on the actuator and ruin the calculations by substuting the machine oscillations for the oscillations caused by the cylinder. What I like about the least squares is that set jumps are not required.
Peter Nachtwey
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