Title :
Frequency weighted subspace based system identification in the frequency domain
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Sweden
Abstract :
Frequency weighting capabilities are introduced in a subspace based frequency domain identification algorithm. Weighting matrices constructed from the impulse response of weighting filters are used to weight a Hankel matrix prior of deriving the signal subspace by the singular value decomposition. The resulting algorithm is shown to asymptotically produce models which are the frequency weighted balanced truncation of the identified system. An illustrative example shows the applicability of the method for finite data
Keywords :
Hankel matrices; filtering theory; frequency-domain analysis; identification; singular value decomposition; transient response; Hankel matrix; frequency-domain identification; frequency-weighted subspace-based system identification; impulse response; singular value decomposition; weighting filters; weighting matrices; Filters; Frequency domain analysis; Frequency estimation; Frequency measurement; Frequency response; Matrix decomposition; Noise shaping; Optimization methods; Singular value decomposition; System identification;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.480265