Single sample modal identification of a nonstationary stochastic process
- 1 January 1985
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 30 (1), 66-74
- https://doi.org/10.1109/tac.1985.1103787
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
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