Stochastic System Identification Techniques of State Space Models and its Applications

The state subspace system identification (4SID) techniques have shown a new approach to the identification of MIMO system. The present paper studied the state subspace system identification method of MIMO system, summarized the advantages of the 4SID techniques, and improved the method of state subspace system identification. Adopted this method, Toeplitz matrix H_i is first identified, and then the state subspace and system parameters matrix are identified. Meanwhile, mathematical demonstration is provided, thus the bottleneck problem of 4SID is solved. Compared with other algorithms, this method bears higher identification precision and practicality