On closed-loop system identification using polyspectral analysis given noisy input-output time-domain data

  • Authors:
  • Jitendra K. Tugnait;Yi Zhou

  • Affiliations:
  • Department of Electrical & Computer Engineering, Auburn University, Auburn, AL 36849, USA;Hekimian Labs., 15200 Omega Drive, Rockville, MD 20850, USA

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2000

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Abstract

Parametric models of linear systems operating in closed-loop can be consistently identified from time-domain noisy input-output measurements using cumulant spectra without requiring parametric modeling of noise. Two algorithms are proposed and their asymptotic performance is analyzed.