Identification of linear multivariable systems from a single set of data by identification of observers with assigned real eigenvalues

This paper presents a formulation for identification of linear multivariable systems from a single set of input-output data. The identification method is formulated with the mathematical framework of learning identification, by extension of the repetition domain concept to include shifting time intervals. This contrasts existing learning approaches that require data from multiple experiments. In this method, the system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded real eigenvalue assignment procedure. Through this relationship, the Markov parameters of the observer are identified. The Markov parameters of the actual system are recovered from those of the observer, and then used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples presented to illustrate the proposed method.