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The difficulty in frequency domain identification is that frequencycomponents of arbitrary inputs and outputs are not related by the system'stransfer function if signals are windowed. When rectangular windows are used,it is well known that this difference is related to transient effects that canbe estimated alongside the systems' parameters windows. In this work, wegeneralize the approach for arbitrary windows, showing that signal windowingintroduces additional terms in the system's equations. The formalism is usefulfor frequency-domain input-output analysis of a system, and also for systemidentification. For the latter application, the approach considerably reducesaliasing effects and allows the computation of the associated correction terms,reducing the number of parameters that need to be estimated. The systemidentification approach has features of the modulating-function technique,filtering out the effects of initial conditions while retaining the spectralinterpretation of frequency-domain methods.

Accurate Frequency Domain Identification of ODEs with Arbitrary Signals