An Optimal Instrumental Variable Identification Approach for Left Matrix Fraction Description Models

Mohamed Akroum, Kamel Hariche

Abstract

The main contribution of this paper is the extension of the Simplified Refined Instrumental Variable (SRIV) identification algorithm for SISO systems to the identification of MIMO systems described by a Left Matrix Fraction Description (LMFD). The performance of the extended algorithm is compared to the wellknown MIMO four-step instrumental variable (IV4) algorithm. Monte Carlo simulations for different signal to noise ratios are conducted to assess the performance of the algorithm.

Keywords

Multivariable System Identification, SRIV, LMFD, IV4, Steiglitz–McBride

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