Recursive estimation of the parameters of linear multivariable systems

@article{Sinha1979RecursiveEO,
  title={Recursive estimation of the parameters of linear multivariable systems},
  author={Naresh K. Sinha and Y. H. Kwong},
  journal={Automatica},
  year={1979},
  volume={15},
  pages={471-475}
}
A recursive algorithm is proposed for the identification of linear multivariable systems. Utilization of a canonical state space model minimizes the number of parameters to be estimated. The problem of identification in the presence of noise is solved by using a recursive generalized least-squares method. 

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