Frequency domain subspace-based identification of discrete-time power spectra from nonuniformly spaced measurements

  • Authors:
  • HüSeyin AkçAy;Semiha TüRkay

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

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2004

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Abstract

In this paper, we present a new subspace-based algorithm for the identification of multi-input/multi-output, square, discrete-time, linear-time invariant systems from nonuniformly spaced power spectrum measurements. The algorithm is strongly consistent and it is illustrated with one practical example that solves a stochastic road modeling problem.