Department of Electrical and Electronics Engineering, Anadolu University, Eski?ehir 26470, Turkey
Abstract:
In this paper, we present a new subspace-based algorithm for the identification of multi-input/multi-output, square, discrete-time, linear-time invariant systems from nonuniformly spaced power spectrum measurements. The algorithm is strongly consistent and it is illustrated with one practical example that solves a stochastic road modeling problem.