Instrumental variable frequency-domain subspace identification


IEEE-ICIT 2010 International Conference on Industrial Technology, ICIT 2010, Vina-Del-Mar, Chile, 14 - 17 March 2010, pp.235-240 identifier

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/icit.2010.5472685
  • City: Vina-Del-Mar
  • Country: Chile
  • Page Numbers: pp.235-240
  • Keywords: Frequency-response data, Instrumental variables, Non-uniformly spaced frequencies, Subspace methods, System identification
  • Anadolu University Affiliated: Yes


In this paper, we study instrumental variable subspace identification of multi-input/multi-output linear-time-invariant, discrete-time systems from non-uniformly spaced frequency response measurements. A particular algorithm, which does not require noise covariance function to be known a priori is shown to be strongly consistent provided that disturbances have uniformly bounded second-order moments and the frequencies satisfy a certain regularity condition. Interpolation properties of this algorithm and a related one are also studied. A numerical example illustrating the properties of the studied algorithms is presented. ©2010 IEEE.