Optimal identification of discrete multivariable systems from noisy impulse response data

Document Type

Conference Proceeding

Date of Original Version



The authors consider the problem of identification of transfer function matrices of discrete-time multivariable systems. The proposed technique obtains an optimal approximation from the given measured impulse response data. It is assumed that the measured impulse response data correspond to a system with a strictly proper transfer function matrix. Based on the proposed theoretical basis, an efficient computational algorithm is developed and illustrated by means of several examples.

Publication Title, e.g., Journal

Proceedings of the IEEE Conference on Decision and Control

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