Identification of Multi-Input Multi-Output Linear Systems From Frequency Response Data

A procedure for identifying a multi-input multi-output linear system from frequency response data is developed. Individual transfer functions from individual input to individual output are identified via the generalized least-squares theory. Orders of the transfer functions are determined by testing the residual. The minimal order multi-input multi-output system is identified based on the formation of a composite system comprising the subsystems associated with all individual outputs followed by decomposition. This is actually the problem of minimal realization involving inexact system parameters.