Subspace identification of multivariable systems including multiple input/output delays under the influence of colored noise

Abstract

In this paper, we propose a subspace identification method for multivariable systems including multiple input and output delays under the influence of colored noise. This method estimates an impulse response matrix from input and output sequences based on an orthogonaldecomposition-based approach. The simulation result shows that the delays and system matrices can be identified accurately by this method.