Frequency domain subspace-based identification of discrete-time singular power spectra from uniformly spaced measurements

Akcay H.

American Control Conference (ACC), Montreal, Canada, 27 - 29 June 2012, pp.2677-2682 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/acc.2012.6314608
  • City: Montreal
  • Country: Canada
  • Page Numbers: pp.2677-2682
  • Anadolu University Affiliated: Yes

Abstract

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.