An insight into instrumental variable frequency-domain subspace identification
(2010) Automatica — Vol. 46, n° 2, p. 375-382 (2010)
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- Abstract
- 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.
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Akçay, H. (2010). An insight into instrumental variable frequency-domain subspace identification. Automatica, 46(2), 375-382. https://doi.org/10.1016/j.automatica.2009.11.009 (Original work published 2010)