Determination of the Structure of a Canonical Model for the Identification of Linear Multivariable Systems

Abstract

An algorithm is presented for determining the structural parameters of a canonical form which has been used much for the identification of linear multivariable discrete-time systems. The cases of noise-free as well as noisy data are considered. The algorithm utilizes the residual error technique and does not need the knowledge of the noise characteristics. The proposed algorithm is applied to the identification of simulated examples with different noise levels.