Port-Hamiltonian System Identification from Noisy Frequency Response Data

Abstract

We present a new method for the identification of linear time-invariant passive systems from noisy frequency response data. In particular, we propose to fit a parametrized port-Hamiltonian (pH) system, which is automatically passive, to supplied data with respect to a least-squares objective function. In a numerical study, we assess the accuracy of the resulting identified models by comparing our method to two other frequency domain system identification methods. One of the methods being compared is a recently published identification procedure that also computes pH systems and the other one is the well-known vector-fitting algorithm, which provides unstructured models. The numerical evaluation demonstrates a substantial increase in accuracy of our method compared to the other pH identification procedure and a slightly improved accuracy compared to vector-fitting. This underlines the suitability of our method for the estimation of passive or pH systems - in particular from noisy frequency response data.