
SVD AND SIGNAL PROCESSING, III
Algorithms, Architectures and Applications
M. Moonen and B. De Moor (Editors)
9 1995 Elsevier Science B.V. All rights reserved.
441
AN UPDATING ALGORITHM FOR
ON-LINE MIMO SYSTEM
IDENTIFICATION
M. STEWART
Coordinated Science Laboratory
University of Illinois
Urbana, IL
USA
stewart @monk. csl. uiuc. edu
P. VAN DOOREN
CESAME
Universitd Catholique de Louvain
Louvain-la-Neuve
Belgium
vandooren @anma. ucl. ac. be
ABSTRACT. This paper describes the application of a generalized URV decomposition
to an on-line system identification algorithm. The algorithm updates estimates of a state
space ...