Robust spectral factor approximation of discrete-time frequency domain power spectras

@article{Hinnen2005RobustSF,
  title={Robust spectral factor approximation of discrete-time frequency domain power spectras},
  author={Karel Hinnen and Michel Verhaegen and Nick Doelman},
  journal={Autom.},
  year={2005},
  volume={41},
  pages={1791-1798}
}
  • Karel Hinnen, Michel Verhaegen, Nick Doelman
  • Published in Autom. 2005
  • Computer Science, Mathematics
  • This paper presents a subspace-based identification algorithm for estimating the state-space quadruple [A,B,C,D] of a minimum-phase spectral factor from matrix-valued power spectrum data. For a given pair [A,C] with A stable, the minimum-phase property is guaranteed via the solution of a conic linear programming (CLP) problem. In comparison with the classical LMI-based solution, this results in a more efficient way to minimize the weighted 2-norm of the error between the estimated and given… CONTINUE READING

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