Frequency Weighted Subspace Based SystemIdenti cation in the Frequency Domain
نویسنده
چکیده
Frequency weighting capabilities are introduced in a recent subspace based frequency domain identiication algorithm 8]. Weighting matrices constructed from the impulse response of weighting lters are used to weight a Hankel matrix prior of deriving the signal subspace by the singular value decomposition. The resulting algorithm is shown to asymp-totically produce models which are frequency weighted balanced. An illustrative example shows the applicability of the method for nite data.
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