Frequency-domain estimation

The frequency-domain estimators in sid are open-source replacements for the System Identification Toolbox routines spa, spafdr, and etfe.

• freq_bt / sidFreqBT — Blackman-Tukey
• freq_btfdr / sidFreqBTFDR — Frequency-dependent resolution
• freq_etfe / sidFreqETFE — Empirical transfer function estimate

The full mathematical derivation lives in the Specification, sections 2 (Blackman-Tukey), 3 (Uncertainty), and 4 (ETFE).