ITERATIVE IDENTIFICATION METHODS FOR ILL-CONDITIONED PROCESSES

Some ill-conditioned processes are very sensitive to small elementwise uncertainties arising in classical element-by-element model identific ations. For such processes, accurate identification of singular values and right singular vectors are more important than those of the eleme nts themselves. Singular values and right singular vectors can be foun d by iterative identification methods that implement the input and out put transformations iteratively. Methods based on SVD decomposition, Q R decomposition, and LU decomposition are proposed and compared with K uong and MacGregor's method. Convergence proofs are given. These SVD a nd QR methods use orthogonal matrices for the transformations that can not be calculated analytically in general, and so they are hard to app ly to dynamic processes, whereas the LU method uses simple analytic tr ansformations and can be directly applied to dynamic processes.