Subspace model identification Part 3. Analysis of the ordinary output-error state-space model identification algorithm

Identification of the deterministic part

Identification of the deterministic part of MIMO state space models given in innovations form from input-output data

✍ Michel Verhaegen 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 1018 KB

The problem of Linear Multivariable State Space model identification from input-output data can under the presence of process-and measurement noise be solved in a non-iterative way when incorporating instrumental variables constructed from both input and output sequences in the recently developed cl