SYSTEM-REALIZATION USING INFORMATION MATRIX

A generalized version of the information matrix is introduced consisti ng of the autocorrelation and cross correlation matrices of the shifte d input and output data. Based on the concept of data correlation, a n ew system realization algorithm is developed to identify a model direc tly from input and output data. The algorithm starts with computing th e information matrix to derive a special correlation matrix that in tu rn produces the system observability matrix and the state-vector corre lation. A system model can then be identified from the observability m atrix in conjunction with other algebraic manipulations. The algorithm leads to several different methods for computing system matrices to r epresent the system model. An experimental example is given to illustr ate the validity and usefulness of these methods with some comparison.