Abstract
In this paper, we present identification algorithms for parametric canonical-formed Multiple-Input Multiple-Output (MIMO) state-space model and also for determining the order of models, based on maximum-likelihood and Akaike's Information Criteria (AIC). For obtaining maximum-likelihood estimate of model parameters, we apply Expectation-Maximization (EM) algorithms which are iterative methods such that the choice of the initial estimates is most important. The initial estimates of parameters in canonical-formed state-space models are obtained by N4SID[3] or MOESP[2] methods where the similar transformation plays a key role.
