Frequency domain subispace-based identification of discrete-time power spectra from nonuniformly spaced measurements

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. (C) 2004 Elsevier Ltd. All rights reserved.