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On closed-loop system identification using polyspectral analysis given noisy input–output time-domain data

✍ Scribed by Jitendra K. Tugnait; Yi Zhou


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
223 KB
Volume
36
Category
Article
ISSN
0005-1098

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✦ Synopsis


Parametric models of linear systems operating in closed-loop can be consistently identixed from time-domain noisy input}output measurements using cumulant spectra without requiring parametric modeling of noise. Two algorithms are proposed and their asymptotic performance is analyzed.