Frequency domain subspace-based identification of discrete-time singular power spectra

  • Authors:
  • Hüseyin Akçay

  • Affiliations:
  • Department of Electrical and Electronics Engineering, Anadolu University, 26470 Eskisehir, Turkey

  • Venue:
  • Signal Processing
  • Year:
  • 2012

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Abstract

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.