Linear system identification via an asymptotically stable observer

Abstract

This paper presents a formulation for identification of linear multivariable systems from single or multiple sets of input-output data. The system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded eigenvalue assignment procedure. The prescribed eigenvalues for the observer may be real, complex, mixed real and complex, or zero. In this formulation, the Markov parameters of the observer are identified from input-output data. The Markov parameters of the actual system are then recovered from those of the observer, and used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples using simulated noise-free data are presented to illustrate the proposed method.