Abstract:In this survey article, we study methods to identify multi-input/multi-output, discrete-time, linear time-invariant systems from power spectrum measurements. First, we examine subspace-based identification algorithms. A hindrance to these methods is splitting of two invariant spaces generated by causal and anti-causal eigenvalues in order to determine model order.Next, we study model order selection criteria based on the regularized nuclear norm and the regularized and reweighted nuclear norm heuristics. The l… Show more
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