Recursive relaxation identification of linear multivariable systems with its parallel algorithm
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In this paper, we propose a new method for the identification of discrete-time linear multivariable systems. This method comprises three recursive computation schemes including two parameter estimate schemes for both state equation and observation equation, respectively, and the state estimate scheme via Kalman filtering. We call this method the recursive relaxation identification, abbreviated as RRI. Compared with the existing methods, the RRI algorithm has advantages of simplification, fast computation, and high efficiency, and is suitable for fast real-time on-line adaptive identification of linear multivariable systems. Permanent address: Department of Applied Mathematics, Tsinghua University, Beijing 100084, China.
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