Automatica, Vol.40, No.8, 1333-1347, 2004
Frequency domain subispace-based identification of discrete-time power spectra from nonuniformly spaced measurements
In this paper, we present a new subspace-based algorithm for the identification of multi-input/multi-output, square, discrete-time, linear-time invariant systems from nonuniformly spaced power spectrum measurements. The algorithm is strongly consistent and it is illustrated with one practical example that solves a stochastic road modeling problem. (C) 2004 Elsevier Ltd. All rights reserved.
Keywords:system identification;power spectrum;subspace methods;state-space models;nonuniformly spaced measurements;shape filter