An insight into instrumental variable frequency-domain subspace identification

作者：Akcay Hueseyin^*

来源：Automatica, 2010, 46(2): 375-382.

DOI：10.1016/j.automatica.2009.11.009

• System identification
• Subspace methods
• Frequency response data
• Non-uniformly spaced frequencies
• Instrumental variables

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.

• 出版日期2010-2