A Fast System Identification Method Based on Minimum Phase Space Volume

In this paper, the minimum phase space volume (MPSV) method is modified to identify an autoregressive (AR) system driven by a chaotic signal blindly. After modification, the estimation speed is much faster than before, which makes the MPSV method more suitable for engineering applications. The simulation results show that, when comparing with the original MPSV method, the proposed method can obtain the same estimation result at a much higher speed.