## Contents

## Functions -- By Category

## Optimization interface routines

doptlti - Time-domain optimization of discrete-time LTI state
space models.
foptlti - Frequency-domain optimization of discrete-time and
continuous-time LTI state space models.

## Optimization functions

lmmore - More-Hebden trust-region based implementation of the
Levenberg-Marquardt gradient-search optimization
algorithm.

## Cost-functions

dfunlti - Cost-function for doptlti.
ffunlti - Cost-function for foptlti

## (De-)parametrization functions

dss2th - Parametrization of discrete-time models
css2th - Parametrization of continuous-time models
dth2ss - De-parametrization of discrete-time models
cth2ss - De-parametrization of continuous-time models

## Miscellaneous support-functions

destmar - Estimation of a multivariable AR process.
cholicm - Cholesky-factor of the Inverse Covariance Matrix
of a multivariable AR process.
mkoptstruc - An empty MATLAB 6 optimization options-structure.
optim5to6 - MATLAB 5 to 6 optimization options conversion.
vaf - Variance Accounted For between two signals.
prbn - Pseudo random binary noise.
gbn - Generalized binary noise test-signal.
shave - Remove spikes from measured signals.

## Low-level calculation routines

ltiitr - State-trajectory calculation for LTI systems.
ltifrf - Frequency Response Function calculation for LTI systems.
simlns - Similarity-map left null-space for the full parametrization.
dltisim - Simulates a discrete-time LTI state-space system.
ss2frf - This function calculates the frequency-response function

## Time-domain subspace identification functions

dordpo - Compress data and estimate order for PO-MOESP.
dordpi - Compress data and estimate order for PI-MOESP.
dordrs - Compress data and estimate order for RS-MOESP.
dmodpo - Calculate A and C using PO-MOESP.
dmodpi - Calculate A and C using PI-MOESP.
dmodrs - Calculate A and C using RS-MOESP.
dac2b - Calculate B matrix (assume D is zero).
dac2bd - Calculate B and D matrices.
dinit - Calculate initial condition.

## Frequency-domain subspace identification functions

fdordom - Compress data and estimate order for discrete-time models
fcordom - Compress data and estimate order for continuous-time models
fdmodom - Calculate A and C for discrete-time models
fcmodom - Calculate A and C for continuous-time models
fac2b - Calculate B matrix (assume D is zero)
fac2bd - Calculate B and D matrices.