IEEE Transactions on automatic control vol:42 issue:10 pages:1408-1417
A two-step coarse-fine order estimation technique is proposed to determine the order of the numerator and the denominator polynomials of rational transfer function models for single-input/single-output (SISO) linear time-invariant systems. The coarse order estimation is based on rank detection by verification of the stochastic significance of the singular values of a linearized problem. The fine order estimation is based on a statistical analysis of the maximum likelihood cost function. The method is tested on measurements of low- (4 zeros, 6 poles) and high- (58 poles, 58 zeros) order systems.