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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).

Introduced before R2006a