Optimal identification of discrete multivariable systems from noisy impulse response data

The authors consider the problem of identification of transfer function matrices of discrete-time multivariable systems. The proposed technique obtains an optimal approximation from the given measured impulse response data. It is assumed that the measured impulse response data correspond to a system with a strictly proper transfer function matrix. Based on the proposed theoretical basis, an efficient computational algorithm is developed and illustrated by means of several examples.<>