Frequency-Domain Identification of Discrete-Time Systems using Sum-of-Rational Optimization

This paper proposes a new computationally tractable method to fit coefficients of a fixed-order discrete-time transfer function to a measured frequency response, with stability guaranteed. The problem is formulated as a non-convex global sum-of-rational optimization problem whose objective function is the sum of weighted squared residuals at each observed frequency datapoint. Stability is enforced using a polynomial matrix inequality constraint. The problem is solved by a moment-sum-of-squares hierarchy of semidefinite programs through a framework for sum-of-rational-functions optimization. Convergence of the moment-sum-of-squares program is guaranteed as the bound on the degree of the sum-of-squares polynomials approaches infinity. The performance of the proposed method is demonstrated using numerical simulation examples. Copyright (c) 2024 The Authors.