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Unbiased equation error identification and approximations: a frequency-domain solution and its performance analysis

C. Tontiruttananon, T.J. Tugnait
1997 IEEE International Conference on Acoustics, Speech, and Signal Processing  
We consider a frequency-domain solution to the leastsquares equation error identication problem using the power spectrum and the cross-spectrum of the IO (inputoutput) data to estimate the IO parametric transfer function. The proposed approach is shown to yield a unimodal performance surface, consistent identication in colored noise and sucient-order case, and stable tted models under undermodeling for arbitrary stationary inputs so long as they are persistently exciting of suciently high
more » ... uciently high order. Asymptotic performance analysis is carried out for both sucient-order and reduced-order cases. Computer simulation results are presented to illustrate the proposed approach.
doi:10.1109/icassp.1997.604640 dblp:conf/icassp/TontiruttananonT97 fatcat:cvmk2b66gzf63arr5jhvppt2si