Transfer function matrix identification from input-output frequency response data (Q1894567)

A novel methodology is proposed for system identification in the frequency domain. It is well suited for online implementation. A new formulation of transfer function matrix identification from input-output data for MIMO systems is given, where the identification problem of interest is treated as a special case of a matrix interpolation problem. Applying matrix interpolation theory reduces the solution to a simple linear least squares and gives more insight into various aspects of the solution. A thorough analysis of applicability of the method is given and some illustrative examples are included.