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

Automatica

Volumn 33, Issue 12, 1997, Pages 2147-2157

  Van Overschee, Peter ^a   De Moor, Bart ^a   Dehandschutter, Wouter ^a   Swevers, Jan ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Linear algebra; Multivariable systems; Power spectra; State space methods; State space models; Subspace methods; System identification

Indexed keywords

ALGORITHMS; CONTROL SYSTEM ANALYSIS; FOURIER TRANSFORMS; FREQUENCY DOMAIN ANALYSIS; LINEAR ALGEBRA; MULTIVARIABLE CONTROL SYSTEMS; STATE SPACE METHODS; TIME DOMAIN ANALYSIS;

LANCZOS ALGORITHM; MULTIPLE INPUT MULTIPLE OUTPUT SYSTEMS; SUBSPACE ALGORITHMS;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0031352389     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(97)00126-X     Document Type: Article

References (20)

1. Baumann, W. T., W. R. Saunders and H. H. Robertshaw (1991). Active suppression of acoustic radiation from impulsively excited structures. J. Acoustic Soc. Am., 90, 3202-3208.
2. Boyd, S. and S. Wu (1995). sdpsol A parser/solver for semidefinite programs with matrix structure, version Alpha. Available from isl.stanford.edu in/pub/boyd/ semidef_prog /sdpsol.
3. Boyd, S., L. El Ghaoui, E. Feron and V. Balakrishnan (1994) Linear Matrix Inequalities in System and Control Theory, Studies in Applied Mathematics, Vol. 15. SIAM, Philadelphia, PA.
4. Boyd, S. and C. Barrat (1991). Linear Controller Design: Limits of Performance, Information and System Sciences Series. Prentice-Hall, Englewood Cliffs, NJ.
5. Caines, P. (1988) Linear Stochastic Systems, Wiley Series in Probability and Mathematical Statistics. Wiley, New York.
6. De Moor, B. and P. Van Overschee (1995) In Numerical Algorithms for Subspace State Space System Identification, Trends in Control, A European Perspective, ed. A. Isidori, European Control Conference, Italy. Springer, Berlin, pp. 385-422.
7. Golub, G. and C. Van Loan (1989) Matrix Computations, 2nd edn. Johns Hopkins University Press, Baltimore, Maryland.
8. Ho, B. L. and R. E. Kalman (1966). Efficient construction of linear state variable models from input/output functions. Regelungstechnik, 14, 545-548.
9. Kung, S. Y. (1978). A new identification method and model reduction algorithm via singular value decomposition. In-Proc. 12th Asilomar Conf. on Circuits, Systems and Comp., Asilomar, CA, pp. 705-714.
10. Larimore, W. E. (1990) Canonical variate analysis in identification, filtering and adaptive control. In Proc. 29th Conf. on Decision and Control, Hawai, U.S.A., pp. 596-604.
11. Lehoucq, R., D. Sorensen, P. Vu and C. Yang (1995) ARPACK collection of Fortran files. Available from ftp.caam.rice.edu in/pub/people/sorensen/ARPACK.
12. Liu, K., R. N. Jacques and D. W. Miller (1994) Frequency domain structural system identification by observability range space extraction. In Proc. American Control Conf., Baltimore, MD, vol. 1, pp. 107-111.
13. Ljung, L. (1987). System identification - Theory for the User. Prentice-Hall, Englewood Cliffs, NJ.
14. McKelvey, T., H. Akçay and L. Ljung (1996). Subspace-based multivariable system identification from frequency response data. IEEE Trans. Autom. Control, 41(7).
15. Van Overschee, P. and B. De Moor (1994) N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems. Automatica (Special Issue on Statistical Signal Processing and Control), 30, 75-93.
16. Van Overschee, P. and B. De Moor (1996) Subspace Identification for Linear Systems: Theory - Implementation - Applications. Kluwer Academic Publishers, Dordrecht.
17. Van Overschee, P. and B. De Moor (1996) Continuous-Time Frequency Domain Subspace System Identification. Signal Processing (Special Issue on Subspace Methods for Detection and Estimation), 52, 179-194.
18. Verhaegen, M. (1994) Identification of the deterministic part of MIMO state space models given in innovations form from input-output data. Automatica (Special Issue on Statistical Signal Processing and Control), 30, 61-74.
19. Viberg, M. (1995) Subspace methods in system identification. Automatica (Special Issue on Trends in System Identification) 31, 1835-1852.
20. Viberg, M., B. Wahlberg and B. Ottersten B. (1997) Analysis of state space system identification methods based on instrumental variables and subspace fitting. To appear in Automatica.