Box-Jenkins identification revisited - Part III: Multivariable systems

Abstract Part I of this series of three papers handles the identification of single input single output Box–Jenkins models on arbitrary frequency grids in an open and closed loop setting. Part II discusses the computational aspects and illustrates the theory on simulations and a real life problem. This paper extends the results of Parts I and II to multiple input multiple output systems. Contrary to the classical time domain approach, the presented technique does not require symbolic calculus for multiple output polynomial Box–Jenkins models.

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