Article | REF: S7143 V1

Model identification in state space

Authors: Mathieu POULIQUEN, Eric PIGEON

Publication date: November 10, 2020

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1. Formulation of the discrete-time identification problem

1.1 Discrete-time state representation model

Consider a multi-input, multi-output, linear, discrete-time, causal and time-invariant system. The dynamic behavior of this system is described by the following nth-order state representation:

( 1 )

with :

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Formulation of the discrete-time identification problem