Frequency domain subspace identification of discrete-time singular power spectra


2011 International Siberian Conference on Control and Communications, SIBCON 2011, Krasnojarsk, Russia, 15 - 16 September 2011, vol.201, pp.19-22 identifier

  • Publication Type: Conference Paper / Full Text
  • Volume: 201
  • Doi Number: 10.1109/sibcon.2011.6072586
  • City: Krasnojarsk
  • Country: Russia
  • Page Numbers: pp.19-22
  • Anadolu University Affiliated: Yes


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 of the proposed algorithm is illustrated by means of a numerical example. © 2011 IEEE.