An Efficient Frequency Domain State-Space Identification Algorithm: Robustness and Stochastic Analysis
1994 (English)In: Proceedings of the 33rd IEEE Conference on Decision and Control, 1994, 3348-3353 vol.4 p.Conference paper (Refereed)
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. 3348-3353 vol.4 p.
System identification, State-space methods, Frequency response
IdentifiersURN: urn:nbn:se:liu:diva-94060DOI: 10.1109/CDC.1994.411661ISBN: 0-7803-1968-0OAI: oai:DiVA.org:liu-94060DiVA: diva2:629419
33rd IEEE Conference on Decision and Control, Lake Buena Vista, FL, USA, December, 1994