Multivarable System Identification by Pencil-of-Functions Method

For a multi-input multi-output system we determine the transfer function matrix parameters from the recorded multivariable input and output data. The measured outputs may represent the responses obtained at multiple receivers from a scatterer, or they may be the responses of a network at several nodes. Because of the intrinsic nature of real physical systems the problem is cast as a common-mode (i.e., common denominator) identification problem. The transfer function matrix parameters are estimated using a digital signal processing technique, namely the pencil-of-functions method.