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• W2050551493 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." @default.
• W2050551493 created "2016-06-24" @default.
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• W2050551493 date "2010-03-01" @default.
• W2050551493 modified "2023-09-27" @default.
• W2050551493 title "Instrumental variable frequency-domain subspace identification" @default.
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• W2050551493 doi "https://doi.org/10.1109/icit.2010.5472685" @default.
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