V. Sima, A. Varga, and M. Verhaegen
WGS Newsletter, No. 10, pp. 9-14, 1996.
This paper briefly describes the basic approaches and LAPACK-based Fortran routines for multivariable system identification by subspace techniques. The developed software package RASP-IDENT includes implementations of two classes of subspace model identification (SMI) techniques to identify a linear time-invariant system. The first class is referred to as the state intersection class of SMI techniques. The implemented method is known as the N4SID (Numerical algorithm for Subspace State Space System IDentification) approach. The second class is referred to as the Multivariable Output Error state SPace (MOESP) class of techniques. Implementations are provided to solve both deterministic and combined deterministic-stochastic identification problems.