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System Identification Toolbox™ estimation algorithms support complex data. For example, the following estimation commands estimate complex models from complex data: ar, armax, arx, bj, ivar, iv4, oe, pem, spa, tfest, ssest, and n4sid.
Model transformation routines, such as freqresp and zpkdata, work for complex-valued models. However, they do not provide pole-zero confidence regions. For complex models, the parameter variance-covariance information refers to the complex-valued parameters and the accuracy of the real and imaginary is not computed separately.
The display commands compare and plot also work with complex-valued data and models. To plot the real and imaginary parts of the data separately, use plot(real(data)) and plot(imag(data)), respectively.
If the iddata object data contains complex values, you can use the following commands to process the complex data and create a new iddata object.
|abs(data)||Absolute value of complex signals in iddata object.|
|angle(data)||Phase angle (in radians) of each complex signals in iddata object.|
|complex(data)||For time-domain data, this command makes the iddata object complex—even when the imaginary parts are zero. For frequency-domain data that only stores the values for nonnegative frequencies, such that realdata(data)=1, it adds signal values for negative frequencies using complex conjugation.|
|imag(data)||Selects the imaginary parts of each signal in iddata object.|
|isreal(data)||1 when data (time-domain or frequency-domain) contains only real input and output signals, and returns 0 when data (time-domain or frequency-domain) contains complex signals.|
|real(data)||Real part of complex signals in iddata object.|
|realdata(data)||Returns a value of 1 when data is a real-valued, time-domain signal, and returns 0 otherwise.|
For example, suppose that you create a frequency-domain iddata object Datf by applying fft to a real-valued time-domain signal to take the Fourier transform of the signal. The following is true for Datf:
isreal(Datf) = 0 realdata(Datf) = 1