1996
DOI: 10.1109/9.508900
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Subspace-based multivariable system identification from frequency response data

Abstract: Two noniterative subspace-based algorithms which identify linear, time-invariant MIMO (multi-inpuUmultioutput) systems from frequency response data are presented. The algorithms are related to the recent time-domain subspace identification techniques. The first algorithm uses equidistantly, in frequency, spaced data and is strongly consistent under weak noise assumptions. The second algorithm uses arbitrary frequency spacing and is strongly consistent under more restrictive noise assumptions. Promising results… Show more

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Cited by 491 publications
(369 citation statements)
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References 43 publications
(44 reference statements)
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“…[2], [16], [1], and [9]. The aspects of the weights are the same as on the weights in (8), relevance and reliability. The relevance is typically related to the distance x−x k as mentioned above, while the reliability should reflect the variance of the additive noise in (2).…”
Section: Local Methods and Local Smoothingmentioning
confidence: 98%
See 1 more Smart Citation
“…[2], [16], [1], and [9]. The aspects of the weights are the same as on the weights in (8), relevance and reliability. The relevance is typically related to the distance x−x k as mentioned above, while the reliability should reflect the variance of the additive noise in (2).…”
Section: Local Methods and Local Smoothingmentioning
confidence: 98%
“…The prediction error approaches (oe, pem etc) implement the routines of Section VI, while the subspace estimation command n4sid is described in [8] for frequency domain data. (See also [7].…”
Section: Estimation and Validationmentioning
confidence: 99%
“…The techniques available today are really quite sophisticated and advanced. In particular, subspace algorithms [1,2] are powerful identification methods that are routinely used for experimental and operational modal analysis [3] , but also for advanced processing such as damage detection and structural health monitoring [4] . However, nonlinearity is a frequent occurrence in engineering structures and, for this reason, subspace-based methods have recently been generalised to handle nonlinear systems.…”
Section: Introductionmentioning
confidence: 99%
“…For the estimation of the state-space model parameters, a frequency domain subspace-based algorithm is used [McKelvey et al (1996), Algorithm 2]. The interested reader is referred to the original paper for further details and proofs.…”
Section: E5 Subspace Identificationmentioning
confidence: 99%
“…For the estimation of the state-space model parameters, a frequency domain subspace identification algorithm is used [McKelvey et al (1996), Algorithm 2] (see also appendix E.5). The algorithm requires the user to select only one parameter q, which determines the size of the data matrices that are involved in the subspace identification.…”
Section: System Identificationmentioning
confidence: 99%