© The Institution of Electrical Engineers
A unified recursive algorithm is presented for identifying linear discrete-time multivariable systems from the input/output data which may be contaminated with noise. The system is represented in the form of a transfer-function matrix, and decomposed into subsystems corresponding to each row. The proposed algorithm is based on determining the order of each subsystem utilising the residual-error technique. This is followed by estimation of parameters using a recursive adaptive least-squares algorithm. Results of simulation are included.
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