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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
