WASET
	%0 Journal Article
	%A Sudipta Majumdar
	%D 2017
	%J International Journal of Electronics and Communication Engineering
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 132, 2017
	%T Identification of LTI Autonomous All Pole System Using Eigenvector Algorithm
	%U https://publications.waset.org/pdf/10008406
	%V 132
	%X This paper presents a method for identification
of a linear time invariant (LTI) autonomous all pole system
using singular value decomposition. The novelty of this paper
is two fold: First, MUSIC algorithm for estimating complex
frequencies from real measurements is proposed. Secondly,
using the proposed algorithm, we can identify the coefficients
of differential equation that determines the LTI system by
switching off our input signal. For this purpose, we need only
to switch off the input, apply our complex MUSIC algorithm
and determine the coefficients as symmetric polynomials in the
complex frequencies. This method can be applied to unstable
system and has higher resolution as compared to time series
solution when, noisy data are used. The classical performance
bound, Cramer Rao bound (CRB), has been used as a basis for
performance comparison of the proposed method for multiple
poles estimation in noisy exponential signal.
	%P 1239 - 1244