On the identification of multi-output linear time-invariant and periodic dynamic systems

In this paper we describe an efficient computational algorithm for estimating the coefficients of the characteristic polynomial of a linear time-invariant multi-output dynamic system, using only output observations, for qualitative analysis of the transition matrix or for evaluating its eigenvalues. We also give some computational results of the identification of those systems using the Ho-Kalman approach. Furthermore, an identification scheme for high-frequency periodic systems of unknown periods is described in detail.