Transfer function estimation tfestOptions

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Hussein 2023-11-25

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https://ww2.mathworks.cn/matlabcentral/answers/2051857-transfer-function-estimation-tfestoptions

评论： Hussein 2023-12-12

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.

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Mathieu NOE 2023-11-27

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 2023-11-27

Unfortunately i can't share data, but thanks anyways

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回答（1 个）

Rishi 2023-12-7

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https://ww2.mathworks.cn/matlabcentral/answers/2051857-transfer-function-estimation-tfestoptions#answer_1367409

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.

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Hussein 2023-12-12

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

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