Frequency Domain System Identification with IV Based Subspace Algorithm
1995 (English)Report (Other academic)
In this paper we discuss how the time domain subspace based identification algorithms can be modified in order to be applicable when the primary measurements are given as samples of the Fourier transform of the input and output signals. Particularly we study the PI-MOESP algorithm  in a frequency domain framework. We show that this method is consistent if a certain rank constraint is satisfied and the frequency domain noise is zero mean and have bounded covariance. An example is presented which illuminates the theoretical discussion.
Place, publisher, year, edition, pages
Linköping: Linköping University , 1995. , 13 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1775
Identication, System identification, Subspace methods, Stochastic analysis, Singular value decomposition
IdentifiersURN: urn:nbn:se:liu:diva-55276ISRN: LITH-ISY-R-1775OAI: oai:DiVA.org:liu-55276DiVA: diva2:315848
FunderSwedish Research Council