A subspace algorithm for the identification of discrete time frequency domain power spectra

DOI10.1016/S0005-1098(97)00126-XzbMath0899.93010OpenAlexW2017305682MaRDI QIDQ1388108

Wouter deHandschutter, Jan Swevers, Bart De Moor, Peter Van Overschee

Publication date: 15 November 1998

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(97)00126-x

zbMATH Keywords

multivariable systemspower spectrapositive realsubspace identification algorithmspower spectrum identification algorithm

Mathematics Subject Classification ID

System identification (93B30)

Related Items (8)

Discussion on: ``Generalized linear dynamic factor models: an approach via singular autoregressions ⋮ Frequency domain subspace-based identification of discrete-time power spectra from uniformly spaced measurements ⋮ Spectral Factorization of Rank-Deficient Rational Densities ⋮ Bounded-error identification for closed-loop systems ⋮ Frequency domain subspace-based identification of discrete-time power spectra from nonuniformly spaced measurements ⋮ Discussion on: ``Multivariable control of noise in an acoustic duct ⋮ Robust spectral factor approximation of discrete-time frequency domain power spectras ⋮ Sampling method for semidefinite programmes with non-negative Popov function constraints

Uses Software

• Sdpsol

Cites Work

• Continuous-time frequency domain subspace system identification
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Linear Matrix Inequalities in System and Control Theory
• Subspace-based multivariable system identification from frequency response data
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