Identification of linear time-variant systems without using prior information

We introduce a technique for identification of systems with arbitrarily time-variant responses from samples of their input and output signals, and without using any prior information about the dynamics of the unknown system response. Our technique uses only input-output data to determine the parameters that are required in the construction of an extended RLS estimator (as described in [3]) for the unknown system response. We demonstrate the utility of our approach via a numerical example.