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Polyspectral and cyclostationary approaches for identification of closed-loop systems

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1 Author(s)
Giannakis, G.B. ; Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA, USA

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

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