Order determination of state space systems

Recent techniques proposed for the identification of state space models have focused on using the singular value decomposition of block Hankel input-output matrices. In these procedures the order of the system is determined by examining the singular values and identifying the separation between the "signal" and "noise" subspaces. Order determination of state space systems requires an understanding of what singular value magnitudes are expected. This paper examines how system structure and noise levels affect the magnitude of singular values. An order selection criterion formed from the AIC and MDL is also examined.