Title :
Single sample modal identification of a nonstationary stochastic process
Author :
Benveniste, A. ; Fuchs, J.-J.
Author_Institution :
IRISA/INRIA, Campus de Beaulieu, Rennes Cédex, France
fDate :
1/1/1985 12:00:00 AM
Abstract :
Gauss-Markov processes excited by nonstationary noises are encountered in the modeling of vibrating systems. We prove that the classical instrumental variable method, as well as the Ho-Kalman realization algorithm, for identifying the pole part (modal characteristics) of the model, are consistent when used on a single sample of the (nonstationary) signal.
Keywords :
Nonstationary stochastic processes; Parameter identification, linear systems; Poles and zeros, linear systems; Covariance matrix; Earthquakes; Instruments; Nonlinear equations; Seismic measurements; Signal processing; State-space methods; Stochastic processes; Vibration measurement; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1103787