Multivariable system identification via continued-fraction approximation

This paper presents theory for multivariable system identification using matrix fraction descriptions and the matrix continued fraction description approach which, in turn, yields a lattice-type order-recursive structure. Once the matrix continued-fraction expansion has been determined, it is straightforward to obtain solutions to both the left and right coprime factorizations of transfer function estimates and, in addition, a solution to problems of state estimation (observer design) and pole-assignment control. An important and attractive technical property is that calculation of transfer functions on the form of right and left coprime factorizations; calculation of state variable observers,and regulators all can be made using causal polynomial transfer functions defined by means of matrix sequences of the continued-fraction expansion applied in causal and stable forward-order and backward-order recursions