A spectral estimation case study in frequency-domain by subspace methods


European Control Conference (ECC), Zürich, Switzerland, 17 - 19 July 2013, pp.2404-2409 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.23919/ecc.2013.6669114
  • City: Zürich
  • Country: Switzerland
  • Page Numbers: pp.2404-2409
  • Keywords: power spectrum, subspace identification, Welch estimator, dynamic factor model, acoustic spectra, IDENTIFICATION, ALGORITHMS, MODELS
  • Anadolu University Affiliated: Yes


In this paper, the properties of two recently proposed frequency-domain subspace-based algorithms to estimate discrete-time cross-power spectral density (cross-PSD) and auto-power spectral density (auto-PSD) matrices of vector auto-regressive moving-average and moving-average (ARMAMA) models from sampled values of the Welch cross-PSD and auto-PSD estimators on uniform grids of frequencies, are illustrated by numerical and real-life application examples. The latter is concerned with the modeling of acoustic spectra for detecting faults in induction motors.