SUBSPACE-BASED RATIONAL INTERPOLATION FROM PHASE DATA

Akcay H.

15th IEEE/SP Workshop on Statistical Signal Processing, Cardiff, England, 31 August - 03 September 2009, pp.736-739, (Full Text)

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/ssp.2009.5278460
  • City: Cardiff
  • Country: England
  • Page Numbers: pp.736-739
  • Keywords: Rational interpolation, phase data, Hilbert transform, subspace-based identification, strong consistency, FREQUENCY-RESPONSE DATA, IDENTIFICATION
  • Anadolu University Affiliated: No

Abstract

In this paper, a subspace-based identification algorithm to identify stable linear-time-invariant systems from corrupted phase samples of the frequency response function on nonuniformly spaced grid of frequencies are developed. The algorithm is strongly consistent if the corruptions are zero-mean random variables with a known covariance function. Furthermore, it exactly retrieves finite-dimensional systems from noise-free phase data using a finite amount of data.