Frequencydomain, errors-in-variables estimation of linear dynamic systems using data from overlapping subrecords

Abstract—In this paper, we study the consistency of a frequency-domain, errors-in-variables estimator using data ex-tracted from overlapping subrecords. While the classical approach without overlap needs six consecutive periods, we show in this paper that by using overlapping subrecords, consistent models can be found with only two periods of the steady-state response of a periodic excitation. Moreover, the system identification procedure used for data extracted from independent experiments is shown to be valid for data extracted from overlapping subrecords. This allows the user to considerably reduce the measurement time or the measurement uncertainty without changing the identification procedure. Index Terms—Consistency, efficiency loss, errors-in-variables, frequency domain, system identification. I