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Identification of MISO systems in Minimal Realization Form

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Document pages: 7 pages

Abstract: The paper is concerned with identifying transfer functions of individualinput channels in minimal realization form of a Multi-Input Single Output(MISO) from the input-output data corrupted by the error in all the variables.Such a framework is commonly referred to as error-in-variables (EIV). A commonapproach in the existing methods for identification of MISO systems is toestimate a non-minimal order transfer function under a subset of simplisticassumptions like homoskedastic error variances, known order, and delay. In thiswork, we deal with the challenging problem of identifying order, delay in eachinput of minimal realization form separately while estimating the transferfunctions. We also estimate the heteroskedastic noise variances in each of themultiple inputs and output variables. An automated approach for theidentification of MISO systems of minimal realization form in the EIV frameworkis proposed. Numerical case studies are presented to illustrate the efficacy ofthe proposed algorithm in identifying the transfer function along with theorder, delay, and noise variances.

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