SIGNAL PROCESSING, cilt.92, sa.9, ss.2075-2081, 2012 (SCI-Expanded)
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. (C) 2012 Elsevier B.V. All rights reserved.