A decoupled approach for optimal estimation of transfer function parameters from input-output data

A theoretical and algorithmic framework is proposed for optimal identification of rational transfer function parameters of discrete-time linear systems from input-output (IO) data. The nonlinear criterion is theoretically decoupled into a purely linear problem for estimating the optimal numerator and a nonlinear problem for the optimal denominator. The proposed decoupled approach has reduced computational requirements when compared with existing algorithms that estimate the parameters simultaneously