Frequency weighted subspace based system identification in the frequency domain

Author

McKelvey, Tomas

Author_Institution

Dept. of Electr. Eng., Linkoping Univ., Sweden

Volume

2

fYear

1995

fDate

13-15 Dec 1995

Firstpage

1228

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1995., Proceedings of the 34th IEEE Conference on

Conference_Location

New Orleans, LA

ISSN

0191-2216

Print_ISBN

0-7803-2685-7

Type

conf

DOI

10.1109/CDC.1995.480265

Filename

480265