This paper presents an algorithm for identifying state-space models of
linear systems from frequency response data. A matrix-fraction descri
ption of the transfer function is employed to curve-fit the frequency
response data, using the least-squares method. The parameters of the m
atrix-fraction representation are then used to construct the Markov pa
rameters of the system. Finally, state-space models are obtained throu
gh the Eigensystem Realization Algorithm using the Markov parameters.
The main advantage of this approach is that the curve-fitting and the
Markov-parameter-construction are linear problems which avoid the diff
iculties of non-linear optimization of other approaches. Another advan
tage is that it avoids windowing distortions associated with other fre
quency domain methods.