Automatica (Journal of IFAC) - Special issue on statistical signal processing and control
Continuous-time frequency domain subspace system identification
Signal Processing - Special issue: subspace methods, part II: system identification
Automatica (Journal of IFAC)
A Subspace-Based Method for Solving Lagrange-Sylvester Interpolation Problems
SIAM Journal on Matrix Analysis and Applications
The singular value decomposition and long and short spaces of noisymatrices
IEEE Transactions on Signal Processing
Frequency-domain subspace system identification using non-parametric noise models
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Hi-index | 22.14 |
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.