Order-determination theorems and system identification

Theorems for order-determination without a priori knowledge of upper bounds on the order in MIMO dynamic systems are developed. Also, deterministic procedures are introduced to determine orders and estimate parameters simultaneously by recursively computing the order-determining quantity S_n(a,b,k), which plays a crucial role in order-determination procedures, and the least-squares estimate &thetas;_n(a,b) of &thetas;(p,q), with p and q denoting the true orders