An Online Method for Identification of MIMO Systems using Hermite Polynomials

Abstract

The use of orthogonal functions for continuous system identification has evoked a great interest among control scientists during the past few decades. In this paper a method for online identification of multi input-multi output (MIMO) systems via Hermite polynomials is presented. The proposed approach facilitates the use of continuous time model itself and a multivariable least square method is used for estimation. The method is general and can accommodate any other set of orthogonal functions. The algorithm is illustrated through an example. Monte Carlo results are also included.

Indexing terms:

• Orthogonal polynomials
• Operational matrix
• Identification
• Parameter estimation
• Recursive methods
• Multivariable systems