An insight into instrumental variable frequency-domain subspace identification

Akcay H.

AUTOMATICA, vol.46, no.2, pp.375-382, 2010 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 46 Issue: 2
  • Publication Date: 2010
  • Doi Number: 10.1016/j.automatica.2009.11.009
  • Journal Name: AUTOMATICA
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.375-382
  • Keywords: System identification, Subspace methods, Frequency response data, Non-uniformly spaced frequencies, Instrumental variables, SYSTEM-IDENTIFICATION, RESPONSE DATA, MODELS
  • Anadolu University Affiliated: No

Abstract

In this paper, we study instrumental variable subspace identification of multi-input/multi-output linear-time-invariant, discrete-time systems from non-uniformly spaced frequency response measurements. A particular algorithm, which does not require noise covariance function to be known a priori is shown to be strongly consistent provided that disturbances have uniformly bounded second-order moments and the frequencies satisfy a certain regularity condition. Interpolation properties of this algorithm and a related one are also studied. A numerical example illustrating the properties of the Studied algorithms is presented. (C) 2009 Elsevier Ltd. All rights reserved.