Exactly stable IIR MIMO identification algorithms

The authors propose an exactly stable configuration for infinite-impulse-response MIMO identification, by forcing some entries of the PARCOR matrices in the maximum-entropy lattice algorithms to be zero. For arbitrary input, the estimated transfer function is ensured to be exactly stable without the need of test. For AR (autoregressive) input, the transfer function estimate is consistent. Applications to SISO identification are also presented.<
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