1. Group on Simulation, Optimization & Control, Faculty of Engineering, McMaster University, Hamilton, Ontario, Canada L8S 4L7;2. Y. H. Kwong, Algoma Steel Company, Sault Ste. Marie, Ontario, Canada
Abstract:
A recursive algorithm is proposed for the identification of linear multivariable systems. Utilization of a canonical state space model minimizes the number of parameters to be estimated. The problem of identification in the presence of noise is solved by using a recursive generalized least-squares method.