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