Determining the characteristics of systems with multiple inputs and multiple outputs

A simple and computationally efficient method of determining the transfer function and other characteristics of systems with multiple inputs and multiple outputs (MIMO systems) described by autoregression equations is proposed. The method is based on the use of the discrete Fourier transformation. The algorithm is highly suitable for computer implementation. The efficiency and simplicity of the method are illustrated using the example of a system with three inputs and three outputs. The proposed concept may be applied to systems described by the autoregression sliding mean.