Polyspectral and cyclostationary approaches for identification of closed-loop systems
Georgios B. Giannakis · IEEE Transactions on Automatic Control · 1995
Conventional spectral analysis fails in identifying systems operating with feedback from noisy input-output data. It is shown that polyspectral and cyclic methods can identify closed-loop systems with data corrupted by a class of stationary and cyclostationary noise. The class is specified and nonparametric transfer function estimators are developed and simulated.>