Generalization of a total least squares problem in frequency domain system identification

Abstract

Abstract-In this paper, a solution to the frequency-domain system identification of a linear time-invariant system is investigated. A generalization of the total least squares algorithm is shown and analyzed. Some simulation examples on real measured data are given, in order to illustrate the properties of the new method in practice.Index Terms-Frequency domain, generalized eigenvalues, initial value setting, system identification, total least squares (TLS).