Transfer function estimation tfestOptions

Hello,

I am using tfest to estimate transfer function in frequency domain and time domain. The tfestOptions that I am using are the following:

opt = tfestOptions('InitialCondition', 'estimate', ...

'SearchMethod', 'lm', ...

'Display', 'on', ...

'EstimateCovariance', true)

I was wondering how can I know the cost function that is used according to the options used above? Also, how can I use different cost functions if i want?

Thank you for your help.

[Hussein]

Anyone have an idea to share?

[Mathieu NOE]

hello

one way to answer you would be you invite you to read the doc , but at the end we are on this forum to solve specific questions / problems

so do you have a specific issue with tfestimate , does the result not match your expectations ?

[Hussein]

Hello,

Thank you for your reply.

No the data matches with a fitting error of 81%. I have been playing around with different options just to check the effect however, I couldnt achieve more than 81%.

I have went through couple of documents but the loss/cost function is generic and I could not know exactly which one is being used.

I have another question: I noticed that the parameters are being estimated using vector fitting and the refinement is being applied by nonlinear least square. Is their a way to change the method of estimating the parameters? if yes, ill be grateful for a quick guidance on how to change it.

[Mathieu NOE]

well I don't know if you want to share your data and code and maybe someone will find something interesting to share with you (?)

[Hussein]

Unfortunately i can't share data, but thanks anyways

Answer 1

[Rishi]

Hi Hussein,

I understand from your query that you want to know what cost function you are using, and how to use a different cost function.

The cost function can be configured according to your needs by tinkering with the following estimation options:

• Focus
• WeightingFilter
• EnforceStability
• OutputWeight
• ErrorThreshold
• Regularization

These options can be modified in ‘tfestOptions’, except ‘Focus’. You can learn more about how each of these options affects the cost function from the below documentation:

https://www.mathworks.com/help/releases/R2023a/ident/ug/model-quality-metrics.html#:~:text=and%20OutputWeight.-,Options%20to%20Configure%20the%20Loss%20Function,-You%20can%20configure

Also, you can learn more about ‘tfestOptions’ from the below documentation:

https://www.mathworks.com/help/releases/R2023a/ident/ref/tfestoptions.html

Hope this helps.

[Hussein]

Thank your for you respond.

I have already seen this document. In the documentation it shows that a generic cost function is used. My aim is to change or modify the cost function