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Owning Palette: Modeling and Prediction VIs
Requires: Advanced Signal Processing Toolkit
Estimates the modal parametric model of a univariate or multivariate (vector) time series. The modal parameters include magnitude, phase, damping factor, and natural frequency. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.
Use the pull-down menu to select an instance of this VI.
![]() | Xt specifies the univariate time series. | ||||||||
![]() | method specifies the method to use in estimating the frequency component of the time series.
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![]() | model order specifies the model order. The value of model order must be at least twice the number of frequency components you want to estimate. The default is 4. | ||||||||
![]() | error in describes error conditions that occur before this node runs. This input provides standard error in functionality. | ||||||||
![]() | noise subspace specifies the percentage of frequency components due to noise in the time series. The default is 50. This option is available only when method is Matrix Pencil. | ||||||||
![]() | frequency components returns information about the estimated frequency components.
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![]() | error out contains error information. This output provides standard error out functionality. |
![]() | Xt specifies the univariate time series. | ||||||||
![]() | method specifies the method to use in estimating the frequency component of the time series.
| ||||||||
![]() | model order specifies the model order. The value of model order must be at least twice the number of frequency components you want to estimate. The default is 4. | ||||||||
![]() | error in describes error conditions that occur before this node runs. This input provides standard error in functionality. | ||||||||
![]() | noise subspace specifies the percentage of frequency components due to noise in the time series. The default is 50. This option is available only when method is Matrix Pencil. | ||||||||
![]() | frequency components returns information about the estimated frequency components.
| ||||||||
![]() | error out contains error information. This output provides standard error out functionality. |
![]() | Xt specifies the multivariate (vector) time series. | ||||||||
![]() | method specifies the method to use in estimating the frequency component of the time series.
| ||||||||
![]() | model order specifies the model order. The value of model order must be at least twice the number of frequency components you want to estimate. The default is 4. | ||||||||
![]() | error in describes error conditions that occur before this node runs. This input provides standard error in functionality. | ||||||||
![]() | noise subspace specifies the percentage of frequency components due to noise in the time series. The default is 50. This option is available only when method is Matrix Pencil. | ||||||||
![]() | frequency components returns information about the estimated frequency components.
| ||||||||
![]() | error out contains error information. This output provides standard error out functionality. |
![]() | Xt specifies the multivariate (vector) time series. Each column of the 2D array represents a vector at certain time. | ||||||||
![]() | method specifies the method to use in estimating the frequency component of the time series.
| ||||||||
![]() | model order specifies the model order. The value of model order must be at least twice the number of frequency components you want to estimate. The default is 4. | ||||||||
![]() | error in describes error conditions that occur before this node runs. This input provides standard error in functionality. | ||||||||
![]() | noise subspace specifies the percentage of frequency components due to noise in the time series. The default is 50. This option is available only when method is Matrix Pencil. | ||||||||
![]() | frequency components returns information about the estimated frequency components.
| ||||||||
![]() | error out contains error information. This output provides standard error out functionality. |
For a univariate impulse response time series, this VI estimates the modal parametric model according to the following equation:
where ht is the univariate impulse response series, and n is the model order.
ai denotes one of the complex amplitudes, which is defined as:
ai = riejq
where r is magnitude, and q is phase.
Si is one of the modal poles, which is defined as:
Si = a + j2pf
where a is damping factor, and f is frequency.
For a multivariate impulse response time series, this VI estimates the modal parametric model according to the following equation:
where Ht is the multivariate impulse response series. Ht is a k×1 vector with k variables that come from k sources. Ai is a k×1 complex amplitude vector with k variables. AiT=(a1i,…,aki). Si is one of the modal poles. n is the model order.
Refer to the univariate modal parametric model for the descriptions of aki in the vector Ai.
Hua, Y., and T. K. Sarkar. 1990. "Matrix Pencil Method for Estimating Parameters of Exponentially Damped/Undamped Sinusoids in Noise." IEEE Transaction on Acoustic, Speech, and Signal Processing vol. 38.5: 814-824.
Refer to the following VIs for examples of using the TSA Modal Parametric Modeling VI:
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