Time and frequency identification methods in over-determined systems

Abstract An integrated discussion of time and frequency domain identification method is presented. A least square is sought in both cases, but an iterative procedure is used in the frequency domain in order to ‘unweight’ the least square problem. Over-determination is of value for both domains, and the theoretical background of the over-determination is given. A perturbation based procedure, using singular values is shown to enable the differentiation between true and mathematical parameters.