Title: Continuous-time frequency domain subspace system identification
Authors: VanOverschee, P ×
De Moor, Bart #
Issue Date: Jul-1996
Publisher: Elsevier science bv
Series Title: Signal processing vol:52 issue:2 pages:179-194
Abstract: In this paper we present a new subspace identification algorithm for the identification of multi-input multi-output linear time-invariant continuous-time systems from measured frequency response data. We show how the conditioning of the data-matrices in the algorithm can be improved by making use of recursions derived from the Forsythe polynomials. The asymptotic properties are analyzed and it is shown that, when the error distribution on the measurements is given, the algorithm can be made asymptotically unbiased through the introduction of a weighting matrix.
ISSN: 0165-1684
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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