Conventional spectral analysis fails in identifying systems operating with feedback from noisy input-output data. It is shown that polyspectral and cyclic methods can identify closed-loop systems with data corrupted by a class of stationary and cyclostationary noise. The class is specified and nonparametric transfer function estimators are developed and simulated
Published in:
Automatic Control, IEEE Transactions on
(Volume:40
,
Issue:
5
)
Date of Publication: May 1995