STABILITY OF MULTIVARIABLE LEAST-SQUARES MODELS

Least-squares equation-error models are widely used as a simple means of estimating an input-output transfer function. Although the models f urnished by the least-squares method are not always stable, some recen t works have shown that an autoregressive constraint on the input is s ufficient to ensure stability of the furnished model. Here we provide a simple proof of this property for multivariable system estimation.