Level of excitation of input signals
Ped = pexcit(Data)
[Ped.Maxnr] = pexcit(Data,Maxnr,Threshold)
Ped = pexcit(Data)
tests the degree of
persistence of excitation for the input. Data
is
an iddata
object with time- or frequency-domain
signals. 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.Maxnr] = pexcit(Data,Maxnr,Threshold)
specifies
the maximum order tested and threshold level used to measure which
singular values are significant. Default value of Maxnr
is min(N/3,50)
,
where N
is the number of input data. Default value
of Threshold
is 1e-9
.
Section 13.2 in Ljung (1999).