Rational interpolation from phase data by subspace methods
American Control Conference, Maryland, Amerika Birleşik Devletleri, 30 Haziran - 02 Temmuz 2010, ss.2935-2940, (Tam Metin Bildiri)
- Yayın Türü: Bildiri / Tam Metin Bildiri
- Doi Numarası: 10.1109/acc.2010.5531612
- Basıldığı Şehir: Maryland
- Basıldığı Ülke: Amerika Birleşik Devletleri
- Sayfa Sayıları: ss.2935-2940
- Anahtar Kelimeler: Rational interpolation, phase data, time delay estimation, subspace-based identification, strong consistency, FREQUENCY-RESPONSE DATA, POWER SPECTRA, IDENTIFICATION
- Anadolu Üniversitesi Adresli: Evet
Özet
In this paper, two simple subspace-based identification algorithms to identify stable linear-time-invariant systems from corrupted phase samples of frequency response function are developed. The first algorithm uses data sampled at nonuniformly spaced frequencies and is strongly consistent if corruptions are zero-mean additive random variables with a known covariance function. However, this algorithm is biased when corruptions are multiplicative, yet it exactly retrieves finite-dimensional systems from noise-free phase data using a finite amount of data. The second algorithm uses phase data sampled at equidistantly spaced frequencies and also has the same interpolation and strong consistency properties if corruptions are zero-mean additive random variables. The latter property holds also for the multiplicative noise model provided that some noise statistics are known a priori. Promising results are obtained when the algorithms are applied to simulated data.