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This paper studies continuous-time system model sets that are spanned by "xed pole orthonormal bases. The nature of these bases is such as to generalise the well-known Laguerre and two-parameter Kautz bases. The contribution of the paper is to establish that the obtained model sets are complete in all of the Hardy spaces H N (), 1(p(R, and the right half(More)
In this paper, we revisit the problem of identifying multi-input/multi-output linear-time-invariant discrete-time systems from measured power spectrum data on uniform grids of frequencies studied by Van Overschee, De Moor, Dehandschutter, and Swevers (1997). We show that the algorithm proposed by these authors is not consistent. Then, we propose an(More)
Identification of multi-input/multi-output systems from a measured power spectrum arises in certain applications; for example, the design of shaping filters for noise processes. A practical application is the modeling of stochastic road disturbances experienced by a vehicle moving forward. Model road spectrum by a rational transfer function of reasonably(More)
— In this paper, we study model order choice in subspace identification algorithms using uniformly spaced spectrum measurements. In these algorithms, model order is determined by singular-value decomposition of a structured matrix constructed from spectrum measurements. This process requires splitting of the two invariant subspaces associated with the(More)
This paper investigates the use of general bases with fixed poles for the purposes of robust estimation. These bases, which generalise the common FIR, Laguerre and two–parameter Kautz ones, are shown to be fundamental in the disc algebra provided a very mild condition on the choice of poles is satisfied. It is also shown, that by using a min–max criterion,(More)
In this paper, model sets for continuous–time linear time invariant systems that are spanned by fixed pole orthonormal bases are investigated. These bases generalise the well known Laguerre and two–parameter Kautz cases. It is shown that the obtained model sets are norm dense in the Hardy space H 1 (Π) under the same condition as previously derived by the(More)