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An Efficient Frequency Domain State-Space Identification Algorithm
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1994 (English)In: Proceedings of the 33rd IEEE Conference on Decision and Control, 1994, 3359-3364 vol.4 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we present and analyze a novel algorithm for identifying linear time-invariant discrete time state-space models from frequency response data. The algorithm is noniterative and exactly recovers a true system of order n, if n+2 noise-free uniformly spaced frequency response measurements are given. Analysis show that if the measurements are perturbed with errors upper bounded by ε the identification error will be upper bounded by ε and hence the algorithm is robust. An asymptotic stochastic analysis show, under weak assumptions, that the algorithm is consistent if the measurements are contaminated with noise.

Place, publisher, year, edition, pages
1994. 3359-3364 vol.4 p.
Keyword [en]
System identification, State-space methods, Frequency response
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-94062DOI: 10.1109/CDC.1994.411661ISBN: 0-7803-1968-0 (print)OAI: oai:DiVA.org:liu-94062DiVA: diva2:629410
Conference
33rd IEEE Conference on Decision and Control, Lake Buena Vista, FL, USA, December, 1994
Available from: 2013-06-17 Created: 2013-06-16 Last updated: 2013-07-30

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