The paper is concerned with identifying transfer functions of individual input channels in minimal realization form of a Multi-Input Single Output (MISO) from the input-output data corrupted by the error in all the variables. Such a framework is commonly referred to as error-in-variables (EIV). A common approach in the existing methods for identification of MISO systems is to estimate a non-minimal order transfer function under a subset of simplistic assumptions like homoskedastic error variances, known order, and delay. In this work, we deal with the challenging problem of identifying order, delay in each input of minimal realization form separately while estimating the transfer functions. We also estimate the heteroskedastic noise variances in each of the multiple inputs and output variables. An automated approach for the identification of MISO systems of minimal realization form in the EIV framework is proposed. Numerical case studies are presented to illustrate the efficacy of the proposed algorithm in identifying the transfer function along with the order, delay, and noise variances.
Non-asymptotic Identification of LTI Systems from a Single Trajectory
Department of Electrical and Computer Engineering, University of California, Riverside, CA（加州大学河滨分校电子工程与计算机科学系）；Electrical Engineering and Computer Science Department, University of Michigan, Ann Arbor, MI（密歇根大学安娜堡分校电气工程与计算机科学系）
Quantum Hamiltonian Identification with Classical Colored Measurement Noise
Department of Automation, Shanghai Jiao Tong University（上海交通大学自动化系）；Key Laboratory of System Control and Information Processing, Ministry of Education of China（教育部系统控制与信息处理重点实验室）；School of Engineering and Information Technology, University of New South Wales（新南威尔士大学工程与信息技术学院）
Stability of input-output maps and their minimal realizations in state-linear, state-affine, LPV, and linear switched systems
Univ. Lille, CNRS, Centrale Lille（里尔大学、法国国家科学研究中心、中央理工学院里尔）；SPMS, NTU, Singapore（新加坡南洋理工大学精算与数学科学学院）；HUN-REN SZTAKI, Budapest, Hungary（匈牙利研究与创新网络萨塔基研究所）
