Order estimation for linear time-invariant systems using frequency domain identification methods

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 dynamic systems. The coarse order estimation is based on rank detection by verification of the stochastic significance of the singular values of a linearised 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.