Abstract
Subspace-based State Space System IDentification (4SID) methods have attracted much attention because of being essentially suitable for multivariable system identification. The methods have been demonstrated to perform well in a number of applications, but the properties of these have not been fully analyzed or understood yet. For applying the methods, no assumptions on structure of realization are needed and any coordinate transformation is allowed for the estimates. This is one reason why many kinds of properties expected for identification procedures have not been clarified yet. We illustrate, by using Schur complement, another interpretation of the 4SID method. And we will propose a recursive formula for the error covariance matrix in the 4SID procedure. The results in this paper can be useful for 4SID methods.
