Instrumental variable frequency-domain subspace identification

AKÇAY H.

IEEE-ICIT 2010 International Conference on Industrial Technology, ICIT 2010, Vina-Del-Mar, Şili, 14 - 17 Mart 2010, ss.235-240 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Doi Numarası: 10.1109/icit.2010.5472685
  • Basıldığı Şehir: Vina-Del-Mar
  • Basıldığı Ülke: Şili
  • Sayfa Sayıları: ss.235-240
  • Anahtar Kelimeler: Frequency-response data, Instrumental variables, Non-uniformly spaced frequencies, Subspace methods, System identification
  • Anadolu Üniversitesi Adresli: Evet

Özet

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.