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Frequency Domain System Identification with IV Based Subspace Algorithm
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1995 (English)Report (Other academic)
Abstract [en]

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 [19] 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.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1775
Keyword [en]
Identication, System identification, Subspace methods, Stochastic analysis, Singular value decomposition
Keyword [sv]
Cybernetik Informationsteori
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55276ISRN: LITH-ISY-R-1775OAI: oai:DiVA.org:liu-55276DiVA: diva2:315848
Funder
Swedish Research Council
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-09-19Bibliographically approved

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Automatic ControlThe Institute of Technology
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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • modern-language-association-8th-edition
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More styles
Language
  • de-DE
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  • nn-NB
  • sv-SE
  • Other locale
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Output format
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