Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
697753 | Automatica | 2010 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Hüseyin Akçay,