diff m-toolbox/classes/+utils/@math/psd2wf.m @ 0:f0afece42f48

Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
parents
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/psd2wf.m	Wed Nov 23 19:22:13 2011 +0100
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+% PSD2WF: Input power spectral density (psd) and output a corresponding
+% whitening filter
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% 
+% DESCRIPTION:
+% 
+%     Input power spectral density (psd) and output a corresponding
+%     whitening filter.
+%     Identification can be performed for a simple system (one psd) or for
+%     a two dimensional system (the four elements of the cross-spectral
+%     matrix). Continuous or discrete transfer functions are output in
+%     partial fraction expansion:
+% 
+%     Continuous case:
+%              r1              rN
+%     f(s) = ------- + ... + ------- + d
+%            s - p1          s - pN
+% 
+%     Discrete case:
+%                r1                  rN
+%     f(z) = ----------- + ... + ----------- + d
+%            1-p1*z^{-1}         1-pN*z^{-1}
+% 
+%     System identification is performed in frequency domain, the order of
+%     the model function is automatically chosen by the algorithm on the
+%     base of the input tolerance condition.
+%     In the case of simple systems the square root of the psd is fitted
+%     and then the model is stabilized by the application of an all-pass
+%     function. Then the inverse is fitted with unstable poles in order to
+%     output the model for the whitening filter.
+%     In the case of two dimensional systems, whitening filter functions
+%     frequency response is calculated by the eigendecomposition of the
+%     cross-spectral matrix. Then four models are identified with fitting
+%     in frequency domain. If we call these new functions as wf11, wf12,
+%     wf21 and wf22, two correlated noisy data series can be whitened by
+%     applying (in frequency notation) the matrix relation:
+% 
+%     / wd1(f) \    / wf11(f) wf12(f) \ / d1(f) \
+%     |        | =  |                 |*|       |
+%     \ wd2(f) /    \ wf21(f) wf22(f) / \ d2(f) /
+% 
+% CALL:
+% 
+%     One dimensional system:
+%     [res, poles, dterm] = psd2wf(psd,[],[],[],f,params)
+%     [res, poles, dterm, mresp] = psd2wf(psd,[],[],[],f,params)
+%     [res, poles, dterm, mresp, rdl] = psd2wf(psd,[],[],[],f,params)
+% 
+%     Two dimensional systems:
+%     ostruct = psd2wf(csd11,csd12,csd21,csd22,f,params)
+%     ostruct = psd2wf(csd11,csd12,[],csd22,f,params)
+%     ostruct = psd2wf(csd11,[],csd21,csd22,f,params)
+% 
+% INPUT:
+% 
+%     - psd is the power spectral density (1dim case)
+%     - csd11, csd12, csd21 and csd22 are the elements of the cross
+%     spectral matrix. If csd12 is left empty, it is calculated as
+%     conj(csd21). If csd21 is left empty, it is calculated as conj(csd12).
+%     (2dim case)
+%     - f: is the corresponding frequencies vector in Hz
+%     - params: is a struct of identification options, the possible values
+%     are:
+%       - params.idtp = 0 s-domain identification --> s-domain output
+%       - params.idtp = 1 z-domain identification --> z-domain output
+% 
+%       params.fullauto = 0 --> Perform a fitting loop as far as the number
+%       of iteration reach Nmaxiter. The order of the fitting function will
+%       be that specified in params.minorder. If params.dterm is setted to
+%       1 the function will fit only with direct term.
+%       params.fullauto = 1 --> Parform a full automatic search for the
+%       transfer function order. The fitting procedure will stop when the
+%       stopping condition defined in params.ctp is satisfied. Default
+%       value.
+% 
+%       - params.Nmaxiter = # set the maximum number of fitting steps
+%       performed for each trial function order. Default is 50
+% 
+%       - params.minorder = # set the minimum possible function order.
+%       Default is 2
+%
+%       - params.maxorder = # set the maximum possible function order.
+%       Default is 25
+% 
+%       - params.spolesopt have different behaviours for z and s domains
+% 
+%       z-domain
+%       params.spolesopt = 1 --> use real starting poles
+%       params.spolesopt = 2 --> generates complex conjugates poles of the
+%       type \alfa e^{j\pi\theta} with \theta = linspace(0,pi,N/2+1).
+%       params.spolesopt = 3 --> generates complex conjugates poles of the
+%       type \alfa e^{j\pi\theta} with \theta = linspace(0,pi,N/2+2).
+%       Default option.
+%       
+%       s-domain
+%       params.spolesopt = 1 --> use real starting poles
+%       params.spolesopt = 2 --> use logspaced complex starting poles.
+%       Default option
+%       params.spolesopt = 3 --> use linspaced complex starting poles
+% 
+%       - params.weightparam = 0 --> use external weights
+%       - params.weightparam = 1 equal weights (one) for each point
+%       - params.weightparam = 2 weight with the inverse of absolute value
+%       of fitting data
+%       - params.weightparam = 3 weight with square root of the inverse of
+%       absolute value of fitting data
+%       - params.weightparam = 4 weight with the inverse of the square mean
+%       spread
+% 
+%       params.extweights = [] --> A vector of externally provided weights.
+%       It has to be of the same size of input data.
+% 
+%       - params.plot = 0 --> no plot during fit iteration
+%       - params.plot = 1 --> plot results at each fitting steps. default
+%       value.
+%
+%       - params.ctp = 'chival' --> check if the value of the Mean Squared
+%       Error is lower than 10^(-1*lsrcond).
+%       - params.ctp = 'chivar' --> check if the value of the Mean Squared
+%       Error is lower than 10^(-1*lsrcond) and if the relative variation of mean
+%       squared error is lower than 10^(-1*msevar).
+%       - params.ctp = 'lrs' --> check if the log difference between data and
+%       residuals is point by point larger than the value indicated in
+%       lsrcond. This mean that residuals are lsrcond order of magnitudes
+%       lower than data.
+%       - params.ctp = 'lrsmse' --> check if the log difference between data
+%       and residuals is larger than the value indicated in lsrcond and if
+%       the relative variation of mean squared error is lower than
+%       10^(-1*msevar).
+% 
+%       - params.lrscond = # --> set conditioning value for point to point
+%       log residuals difference (params.ctp = 'lsr') and mean log residual
+%       difference (params.ctp = 'mlsrvar'). Default is 2. See help for
+%       stopfit.m for further remarks.
+% 
+%       - params.msevar = # --> set conditioning value for root mean squared
+%       error variation. This allow to check that the relative variation of
+%       mean squared error is lower than 10^(-1*msevar).Default is 7. See
+%       help for stopfit.m for further remarks.
+% 
+%       - params.fs set the sampling frequency (Hz) useful for z-domain
+%       identification. Default is 1 Hz
+% 
+%       - params.usesym = 0 perform double-precision calculation in the
+%       eigendecomposition procedure to identify 2dim systems and for poles
+%       stabilization
+%       - params.usesym = 1 uses symbolic math toolbox variable precision
+%       arithmetic in the eigendecomposition for 2dim system identification
+%       double-precison for poles stabilization
+%       - params.usesym = 2 uses symbolic math toolbox variable precision
+%       arithmetic in the eigendecomposition for 2dim system identification
+%       and for poles stabilization
+% 
+%       - params.keepvar = true --> preserve input data variance.
+%       - params.keepvar = false --> do not preserve input data variance. 
+% 
+%       - params.vars = [# #] desired data variance. Necessary when
+%       keepvar is set to true.
+% 
+%       - params.dig = # set the digit precision required for variable
+%       precision arithmetic calculations. Default is 50
+% 
+%       params.dterm = 0 --> Try to fit without direct term
+%       params.dterm = 1 --> Try to fit with and without direct term
+% 
+%       params.spy = 0 --> Do not display the iteration progression
+%       params.spy = 1 --> Display the iteration progression
+% 
+% 
+% OUTPUT:
+% 
+%     One Dimensional System
+%     - res is the vector of residues.
+%     - poles is the vector of poles.
+%     - dterm is the direct term (if present).
+%     - mresp is the model frequency response.
+%     - rdl is the vector of residuals calculated as y - mresp.
+% 
+%     Two Dimensional System
+%     - ostruct is a structure array with five fields and four elements.
+%     Element 1 correspond to wf11 data, element 2 to wf12 data, element 3
+%     to wf21 data and elemnt 4 to wf22 data.
+%       - ostruct(n).res --> is the vector of residues.
+%       - ostruct(n).poles --> is the vector of poles.
+%       - ostruct(n).dterm --> are the wfs direct terms.
+%       - ostruct(n).mresp --> are the wfs models freq. responses.
+%       - ostruct(n).rdl --> are the residuals vectors.
+%  
+% 
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% HISTORY:     02-10-2008 L Ferraioli
+%                 Creation
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% VERSION: '$Id: psd2wf.m,v 1.30 2010/07/15 17:25:42 luigi Exp $';
+% 
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function varargout = psd2wf(csd11,csd12,csd21,csd22,f,params)
+  
+  utils.helper.msg(utils.const.msg.MNAME, 'running %s/%s', mfilename('class'), mfilename);
+  
+  % Collect inputs
+
+  % Default input struct
+  defaultparams = struct('idtp',1, ...
+    'Nmaxiter',50, 'minorder',2,...
+    'maxorder',25, 'spolesopt',2, 'weightparam',1, 'plot',0,...
+    'ctp','chival','lrscond',2,'msevar',2,...
+    'fs',1, 'usesym',0, 'dig',50, 'dterm',0, 'spy',0, 'fullauto',1,...
+    'extweights', [],'keepvar',false,'vars',[1 1]);
+
+  names = {'idtp','Nmaxiter','minorder','maxorder','spolesopt',...
+    'weightparam','plot','stopfitcond',...
+    'ctp','lrscond','msevar',...
+    'fs','usesym','dig','dterm','spy','fullauto','extweights',...
+    'keepvar','vars'};
+
+  % collecting input and default params
+  if ~isempty(params)
+    for jj=1:length(names)
+      if isfield(params, names(jj)) && ~isempty(params.(names{1,jj}))
+       defaultparams.(names{1,jj}) = params.(names{1,jj});
+      end
+    end
+  end
+
+  % default values for input variables
+  idtp = defaultparams.idtp; % identification type
+  Nmaxiter = defaultparams.Nmaxiter; % Number of max iteration in the fitting loop
+  minorder = defaultparams.minorder; % Minimum model order
+  maxorder = defaultparams.maxorder; % Maximum model order
+  spolesopt = defaultparams.spolesopt; % 0, Fit with no complex starting poles (complex poles can be found as fit output). 1 fit with comples starting poles
+  weightparam = defaultparams.weightparam; % Weight 1./abs(y). Admitted values are 0, 1, 2, 3
+  checking = defaultparams.plot; % Never polt. Admitted values are 0 (No polt ever), 1 (plot at the end), 2 (plot at each step)
+  ctp = defaultparams.ctp;
+  lrscond = defaultparams.lrscond;
+  msevar = defaultparams.msevar;
+  fs = defaultparams.fs; % sampling frequency
+  usesym = defaultparams.usesym; % method of calculation for the 2dim wfs calculation from psd
+  dig = defaultparams.dig; % number of digits if VPA calculation is required
+  idt = defaultparams.dterm;
+  spy = defaultparams.spy;
+  autosearch = defaultparams.fullauto;
+  extweights = defaultparams.extweights;
+  kv = defaultparams.keepvar;
+  vars = defaultparams.vars;
+
+  % Assign proper values to the control variables for symbolic calculations
+  switch usesym
+    case 0
+      eigsym = 0;
+      allsym = 0;
+    case 1
+      eigsym = 1;
+      allsym = 0;
+    case 2
+      eigsym = 1;
+      allsym = 1;
+  end
+  
+  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+  % Checking inputs
+
+  [a,b] = size(csd11);
+  if a < b % shifting to column
+    csd11 = csd11.';
+  end
+  
+  if isempty(csd12)
+    csd12 = [];
+  else
+    [a,b] = size(csd12);
+    if a < b % shifting to column
+      csd12 = csd12.';
+    end
+  end
+
+  if isempty(csd21)
+    csd21 = [];
+  else
+    [a,b] = size(csd21);
+    if a < b % shifting to column
+      csd21 = csd21.';
+    end
+  end
+  
+  [a,b] = size(csd22);
+  if a < b % shifting to column
+    csd22 = csd22.';
+  end
+
+  [a,b] = size(f);
+  if a < b % shifting to column
+    f = f.';
+  end
+
+  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+  % Rescale the models
+  csd11 = csd11 .* fs/2;
+  csd21 = csd21 .* fs/2;
+  csd12 = csd12 .* fs/2;
+  csd22 = csd22 .* fs/2;
+  
+  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+  % Importing package
+  import utils.math.*
+
+  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+  % switching between inputs
+
+  clear dim
+  % checking for empty csd12, csd21 or csd22
+  if all([isempty(csd12) isempty(csd21) isempty(csd22)])
+    dim = '1dim';
+    utils.helper.msg(utils.const.msg.PROC1, ' Empty csd12, csd21 and csd22; Performing one dimensional identification on psd ')
+  else
+    dim ='2dim';
+    utils.helper.msg(utils.const.msg.PROC1, ' Performing two dimensional identification on csd11, csd12, csd21 and csd22 ')
+  end
+
+  switch dim
+    case '1dim'
+      % switching between continuous and discrete type identification
+      switch idtp
+        case 0
+          utils.helper.msg(utils.const.msg.PROC1, ' Performing s-domain identification ')
+          itf = abs(sqrt(csd11)); % input data
+
+          % Fitting WF with unstable poles in s-domain
+          wf = 1./itf;
+          
+          % Fitting params
+          params = struct('spolesopt',spolesopt,'Nmaxiter',Nmaxiter,...
+          'minorder',minorder,'maxorder',maxorder,...
+          'weightparam',weightparam,'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',0,...
+          'dterm',idt,'spy',spy,'fullauto',autosearch,...
+          'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting absolute WF value with unstable model ')
+          [res,poles,dterm,mresp,rdl,mse] = utils.math.autocfit(wf,f,params);
+          
+          
+          % all pass filtering for poles stabilization
+          if allsym
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization; symbolic...' )
+            [nr,np,nd,nwf] = utils.math.pfallpsyms(res,poles,dterm,mresp,f);
+          else
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization' )
+            [nwf,np] = utils.math.pfallps(res,poles,dterm,mresp,f,false);
+          end
+
+          % Fitting params
+          params = struct('spolesopt',0,'extpoles', np,...
+          'Nmaxiter',Nmaxiter,'minorder',minorder,'maxorder',maxorder,...
+          'weightparam',weightparam,'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',1,...
+          'dterm',idt,'spy',spy,'fullauto',autosearch,...
+          'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF with stable model ')
+          [res,poles,dterm,mresp,rdl,mse] = utils.math.autocfit(nwf,f,params);
+          
+          
+          % Output data switching between output type
+          utils.helper.msg(utils.const.msg.PROC1, ' Output continuous model ')
+          if nargout == 3
+            varargout{1} = res;
+            varargout{2} = poles;
+            varargout{3} = dterm;
+          elseif nargout == 4
+            varargout{1} = res;
+            varargout{2} = poles;
+            varargout{3} = dterm;
+            varargout{4} = mresp;
+          elseif nargout == 5
+            rdl = abs(sqrt(csd11)) - abs(mresp); % residual respect to original function
+
+            varargout{1} = res;
+            varargout{2} = poles;
+            varargout{3} = dterm;
+            varargout{4} = mresp;
+            varargout{5} = rdl;
+
+          else
+            error(' Unespected number of output. Set 3, 4 or 5! ')
+          end
+
+        case 1
+          utils.helper.msg(utils.const.msg.PROC1, ' Performing z-domain identification ')
+          itf = abs(sqrt(csd11)); % input data
+
+          % Fitting WF with unstable poles
+          wf = 1./itf;
+          
+          % Fitting params
+          params = struct('spolesopt',spolesopt, 'Nmaxiter',Nmaxiter, 'minorder',minorder,...
+          'maxorder',maxorder, 'weightparam',weightparam, 'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',0,'dterm',idt,'spy',spy,'fullauto',autosearch,'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting absolute TF value with unstable model ')
+          [res,poles,dterm,mresp,rdl,mse] = utils.math.autodfit(wf,f,fs,params);
+          
+          
+          % all pass filtering for poles stabilization
+          if allsym
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization; symbolic...' )
+            [nr,np,nd,nwf] = utils.math.pfallpsymz(res,poles,dterm,mresp,f,fs);
+          else
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization' )
+            [nwf,np] = utils.math.pfallpz(res,poles,dterm,mresp,f,fs,false);
+          end
+
+          % Fitting params
+          params = struct('spolesopt',0,'extpoles', np,...
+          'Nmaxiter',Nmaxiter,'minorder',minorder,'maxorder',maxorder,...
+          'weightparam',weightparam,'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',1,...
+          'dterm',idt,'spy',spy,'fullauto',autosearch,...
+          'extweights',extweights);
+
+          [res,poles,dterm,mresp,rdl,mse] = utils.math.autodfit(nwf,f,fs,params);
+          
+          
+          % Output data switching between output type
+          utils.helper.msg(utils.const.msg.PROC1, ' Output z-domain model ')
+          if nargout == 3
+            varargout{1} = res;
+            varargout{2} = poles;
+            varargout{3} = dterm;
+          elseif nargout == 4
+            varargout{1} = res;
+            varargout{2} = poles;
+            varargout{3} = dterm;
+            varargout{4} = mresp;
+          elseif nargout == 5
+
+            rdl = abs(sqrt(csd11)) - abs(mresp); % residual respect to original function
+
+            varargout{1} = res;
+            varargout{2} = poles;
+            varargout{3} = dterm;
+            varargout{4} = mresp;
+            varargout{5} = rdl;
+
+          else
+            error(' Unespected number of output. Set 3, 4 or 5! ')
+          end
+
+      end % switch idtp
+
+    case '2dim'
+      % switching between continuous and discrete type identification
+      switch idtp
+        case 0
+          utils.helper.msg(utils.const.msg.PROC1, ' Performing s-domain identification on 2dim system, s-domain output ')
+          [wf11,wf12,wf21,wf22] = utils.math.eigcsd(csd11,csd12,csd21,csd22,'USESYM',eigsym,'DIG',dig,'OTP','WF','KEEPVAR',kv,'VARS',vars); % input data
+
+          % Shifting to columns
+          [a,b] = size(wf11);
+          if a<b
+            wf11 = wf11.';
+          end
+          [a,b] = size(wf12);
+          if a<b
+            wf12 = wf12.';
+          end
+          [a,b] = size(wf21);
+          if a<b
+            wf21 = wf21.';
+          end
+          [a,b] = size(wf22);
+          if a<b
+            wf22 = wf22.';
+          end
+
+          % Collecting wfs
+          f1 = [wf11 wf12];
+          f2 = [wf21 wf22];
+
+          % Fitting with unstable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+          % Fitting params
+          params = struct('spolesopt',spolesopt, 'Nmaxiter',Nmaxiter, 'minorder',minorder,...
+          'maxorder',maxorder, 'weightparam',weightparam, 'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',0,'dterm',idt,'spy',spy,'fullauto',autosearch,'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with unstable common poles ')
+          [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autocfit(f1,f,params);
+
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with unstable common poles ')
+          [res2,poles2,dterm2,mresp2,rdl2,emse2] = utils.math.autocfit(f2,f,params);
+          
+          
+          % Poles stabilization
+          if allsym
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21, symbolic calc... ')
+            [nr1,np1,nd1,nf1] = utils.math.pfallpsyms(res1,poles1,dterm1,mresp1,f);
+            np1 = np1(:,1);
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22, symbolic calc... ')
+            [nr2,np2,nd2,nf2] = utils.math.pfallpsyms(res2,poles2,dterm2,mresp2,f);
+            np2 = np2(:,1);
+          else
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21 ')
+            [nf1,np1] = utils.math.pfallps(res1,poles1,dterm1,mresp1,f,false);
+            np1 = np1(:,1);
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22 ')
+            [nf2,np2] = utils.math.pfallps(res2,poles2,dterm2,mresp2,f,false);
+            np2 = np2(:,1);
+          end
+
+          % Fitting with stable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+          % Fitting stable WF11 and WF21 with stable poles in s-domain
+          % Fitting params
+          params = struct('spolesopt',0,'extpoles', np1,'Nmaxiter',Nmaxiter,...
+          'minorder',minorder,'maxorder',maxorder,...
+          'weightparam',weightparam,'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',1,...
+          'dterm',idt,'spy',spy,'fullauto',autosearch,...
+          'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with stable common poles ')
+          [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autocfit(nf1,f,params);
+
+          % Fitting stable WF12 and WF22 with stable poles in s-domain
+          % Fitting params
+          params = struct('spolesopt',0,'extpoles', np2,'Nmaxiter',Nmaxiter,...
+          'minorder',minorder,'maxorder',maxorder,...
+          'weightparam',weightparam,'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',1,...
+          'dterm',idt,'spy',spy,'fullauto',autosearch,...
+          'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with stable common poles ')
+          [res2,poles2,dterm2,mresp2,rdl2,mse2] = utils.math.autocfit(nf2,f,params);
+          
+
+          % Output WF model %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+          ostruct = struct();
+
+          % Data for wf11
+          ostruct(1).res = res1(:,1);
+          ostruct(1).poles = poles1;
+          ostruct(1).dterm = dterm1(:,1);
+          ostruct(1).mresp = mresp1(:,1);
+          ostruct(1).rdl = rdl1(:,1);
+
+          % Data for wf12
+          ostruct(2).res = res1(:,2);
+          ostruct(2).poles = poles1;
+          ostruct(2).dterm = dterm1(:,2);
+          ostruct(2).mresp = mresp1(:,2);
+          ostruct(2).rdl = rdl1(:,2);
+          
+
+          % Data for wf21
+          ostruct(3).res = res2(:,1);
+          ostruct(3).poles = poles2;
+          ostruct(3).dterm = dterm2(:,1);
+          ostruct(3).mresp = mresp2(:,1);
+          ostruct(3).rdl = rdl2(:,1);
+
+          % Data for wf22
+          ostruct(4).res = res2(:,2);
+          ostruct(4).poles = poles2;
+          ostruct(4).dterm = dterm2(:,2);
+          ostruct(4).mresp = mresp2(:,2);
+          ostruct(4).rdl = rdl2(:,2);
+
+          % Output data
+          utils.helper.msg(utils.const.msg.PROC1, ' Output continuous models ')
+          if nargout == 1
+            varargout{1} = ostruct;
+          else
+            error(' Unespected number of output. Set 1! ')
+          end
+
+        case 1
+          utils.helper.msg(utils.const.msg.PROC1, ' Performing z-domain identification on 2dim system')
+          [wf11,wf12,wf21,wf22] = utils.math.eigcsd(csd11,csd12,csd21,csd22,'USESYM',eigsym,'DIG',dig,'OTP','WF','KEEPVAR',kv,'VARS',vars); % input data
+
+          % Shifting to columns
+          [a,b] = size(wf11);
+          if a<b
+            wf11 = wf11.';
+          end
+          [a,b] = size(wf12);
+          if a<b
+            wf12 = wf12.';
+          end
+          [a,b] = size(wf21);
+          if a<b
+            wf21 = wf21.';
+          end
+          [a,b] = size(wf22);
+          if a<b
+            wf22 = wf22.';
+          end
+
+          % Collecting wfs
+          f1 = [wf11 wf12];
+          f2 = [wf21 wf22];
+
+          % Fitting with unstable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+          params = struct('spolesopt',spolesopt, 'Nmaxiter',Nmaxiter, 'minorder',minorder,...
+          'maxorder',maxorder, 'weightparam',weightparam, 'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',0,'dterm',idt,'spy',spy,'fullauto',autosearch,'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with unstable common poles ')
+          [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autodfit(f1,f,fs,params);
+
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with unstable common poles ')
+          [res2,poles2,dterm2,mresp2,rdl2,mse2] = utils.math.autodfit(f2,f,fs,params);
+          
+          
+          % Poles stabilization
+          if allsym
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21, symbolic calc... ')
+            [nr1,np1,nd1,nf1] = utils.math.pfallpsymz(res1,poles1,dterm1,mresp1,f,fs);
+            np1 = np1(:,1);
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22, symbolic calc... ')
+            [nr2,np2,nd2,nf2] = utils.math.pfallpsymz(res2,poles2,dterm2,mresp2,f,fs);
+            np2 = np2(:,1);
+          else
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21 ')
+            [nf1,np1] = utils.math.pfallpz(res1,poles1,dterm1,mresp1,f,fs,false);
+            np1 = np1(:,1);
+            utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22 ')
+            [nf2,np2] = utils.math.pfallpz(res2,poles2,dterm2,mresp2,f,fs,false);
+            np2 = np2(:,1);
+          end
+
+          % Fitting with stable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+          % Fitting params
+          params = struct('spolesopt',0,'extpoles', np1,'Nmaxiter',Nmaxiter,...
+          'minorder',minorder,'maxorder',maxorder,...
+          'weightparam',weightparam,'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',1,...
+          'dterm',idt,'spy',spy,'fullauto',autosearch,...
+          'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with stable common poles ')
+          [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autodfit(nf1,f,fs,params);
+
+          % Fitting stable WF12 and WF22 with stable poles in s-domain
+          % Fitting params
+          params = struct('spolesopt',0,'extpoles', np2,'Nmaxiter',Nmaxiter,...
+          'minorder',minorder,'maxorder',maxorder,...
+          'weightparam',weightparam,'plot',checking,...
+          'ctp',ctp,'lrscond',lrscond,'msevar',msevar,...
+          'stabfit',1,...
+          'dterm',idt,'spy',spy,'fullauto',autosearch,...
+          'extweights',extweights);
+
+          % Fitting
+          utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with stable common poles ')
+          [res2,poles2,dterm2,mresp2,rdl2,mse2] = utils.math.autodfit(nf2,f,fs,params);
+          
+
+          % Output model %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+          ostruct = struct();
+
+          % Data for tf11
+          ostruct(1).res = res1(:,1);
+          ostruct(1).poles = poles1;
+          ostruct(1).dterm = dterm1(:,1);
+          ostruct(1).mresp = mresp1(:,1);
+          ostruct(1).rdl = rdl1(:,1);
+
+          % Data for tf12
+          ostruct(2).res = res1(:,2);
+          ostruct(2).poles = poles1;
+          ostruct(2).dterm = dterm1(:,2);
+          ostruct(2).mresp = mresp1(:,2);
+          ostruct(2).rdl = rdl1(:,2);
+
+
+          % Data for tf21
+          ostruct(3).res = res2(:,1);
+          ostruct(3).poles = poles2;
+          ostruct(3).dterm = dterm2(:,1);
+          ostruct(3).mresp = mresp2(:,1);
+          ostruct(3).rdl = rdl2(:,1);
+
+
+          % Data for tf22
+          ostruct(4).res = res2(:,2);
+          ostruct(4).poles = poles2;
+          ostruct(4).dterm = dterm2(:,2);
+          ostruct(4).mresp = mresp2(:,2);
+          ostruct(4).rdl = rdl2(:,2);
+
+          % Output data
+          utils.helper.msg(utils.const.msg.PROC1, ' Output discrete models ')
+          if nargout == 1
+            varargout{1} = ostruct;
+          else
+            error(' Unespected number of output. Set 1! ')
+          end
+
+      end
+  end
+
+  % END %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%