Recursive subspace identification of linear and nonlinear Wiener state-space models (Q5925917): Difference between revisions

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scientific article; zbMATH DE number 1574258
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Recursive subspace identification of linear and nonlinear Wiener state-space models
scientific article; zbMATH DE number 1574258

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    Recursive subspace identification of linear and nonlinear Wiener state-space models (English)
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    5 July 2001
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    The paper deals with recursive identification of MIMO systems in the framework of subspace methods. The recursive formulations for the identification algorithms of the multivariable output-error state space class are derived using IV ideas and subspace tracking for the update of the SVD. A recursive algorithm for the identification of nonlinear Wiener type models with odd nonlinearity is also provided. Simulation examples illustrate the efficiency of the algorithms.
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    instrumental variable
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    recursive identification
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    MIMO systems
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    subspace methods
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    nonlinear Wiener type models
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