American Control Conference (ACC), Montreal, Canada, 27 - 29 June 2012, pp.2677-2682
In this paper, we propose a subspace algorithm for the identification of linear-time-invariant discrete-time systems with more outputs than inputs from measured power spectrum data. The proposed identification algorithm is interpolatory and strongly consistent when the corruptions in the spectrum measurements have a bounded covariance function. Asymptotic performance and the interpolation properties of the proposed algorithm are illustrated by means of a numerical example.