Title :
On the finite length DFT of input-output signals of multivariable linear systems
Author_Institution :
Dept. of Signals & Syst., Chalmers Univ. of Technol., Goteborg, Sweden
Abstract :
The exact relation between the discrete Fourier transform (DFT) of the input and the DFT of the output of a finite dimensional MIMO linear system is established for the case of an arbitrary excitation signal and finite number of signal samples. The derived expression also includes the colored noise case
Keywords :
MIMO systems; discrete Fourier transforms; discrete time systems; identification; linear systems; multidimensional systems; noise; state-space methods; arbitrary excitation signal; colored noise; finite dimensional MIMO linear system; input-output signals; Computer science education; Continuous time systems; Data engineering; Discrete Fourier transforms; Discrete time systems; Frequency domain analysis; Frequency estimation; Linear systems; Stochastic processes; Transfer functions;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2001.914780
