Extending the SRIV algorithm to LMFD models
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Date
2009
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Abstract
In this paper the Simplified Refined Instrumental Variable (SRIV) identification algorithm for SISO systems is extended to MIMO systems described by a Left Matrix Fraction Description (LMFD). The performance of the extended algorithm is compared to the well-known MIMO four-step instrumental variable (IV4) algorithm. Monte Carlo simulations for different signal to noise ratios are conducted to assess the performance of the algorithm. Moreover, the algorithm is applied to a simulated quadruple tank process
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Keywords
MIMO system identification, SRIV, LMFD, IV4, Steiglitz-McBride
