14th IEEE International Conference on Control and Automation (ICCA), Alaska, United States Of America, 12 - 15 June 2018, pp.662-667
In this paper, identification of discrete-time power spectra of multi-input/multi-output models in innovation form from output-only time-domain measurements is studied. Two regularized nuclear norm minimization-based subspace algorithms are proposed. One of the algorithms is capable of handling missing data.