Mimo System Identi cation Using Orthonormal Basis Functions

There has recently been interest in the use of orthonor-mal bases for the purposes of SISO system identiication. Concurrently, but separately, there has also been vigorous work on estimation of MIMO systems by computa-tionally cheap and reliable schemes. These latter ideas have collectively become known as`4SID' methods. This paper is a contribution overlapping these two schools of thought by showing how general orthonormal bases may be generated to form model structures suitable for iden-tiication of MIMO systems using only simple calculations. In contrast to general prediction error methods and in common with 4SID schemes the estimation algorithms involved are computationally simple. However, a distinguishing feature of the orthonormal basis approach described here is that signiicant prior knowledge about system poles may be included in the estimation problem.