Optimal Identification of Discrete Multivariable Systems From Noisy Impulse Response Data

Document Type

Article

Publication Date

1-1-1992

Identifier/URL

40862506 (Pure)

Abstract

The authors consider the problem of identification of transfer function matrices of discrete-time multivariable systems. The proposed technique obtains an optimal approximation from the given measured impulse response data. It is assumed that the measured impulse response data correspond to a system with a strictly proper transfer function matrix. Based on the proposed theoretical basis, an efficient computational algorithm is developed and illustrated by means of several examples.

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