UNIFICATION OF SEVERAL SYSTEM-REALIZATION ALGORITHMS

Unification of several system realization algorithms is presented usin g a generalized version of information matrix consisting of shifted in put and output data correlations. The relationship of these realizatio n algorithms is established using matrix factorization of the informat ion matrix. The basis vectors of the column space and the null space o f the information matrix are the key elements that provide the link am ong different realization algorithms. Frequency-domain versions of the se realization algorithms are also introduced using the information ma trix computed from the frequency response data. Experimental examples are given to illustrate the validity and usefulness of these algorithm s with some comparison.