V. Sima

Proc. CACSD'96 Symposium, Dearborn, MI, pp. 182-187, 1996.

Basic algorithms and LAPACK-based Fortran software for multivariable system identification by subspace techniques are described. Deterministic and combined deterministic-stochastic identification problems are dealt with using two approaches: MOESP (Multivariable Output Error state SPace) and N4SID (Numerical algorithm for Subspace State Space System IDentification). A state space model is computed from input-output data sequences. Multiple data sequences, collected by possibly independent identification experiments, can be handled. Sequential processing of large data sets can be used as an option. Illustrative numerical examples are included.