Identification of linear dynamical MIMO-systems with quasiperiodic input signal (Q1382574)

The paper deals with a linear stationary dynamical system with discrete time \[ x(k+1) = Ax(k) + Bu(k),\quad y(k) = Cx(k),\qquad k = 1,2,\dots, \] where \(u\in R^m\) is an input vector, \(y\in R^l\) is an output vector, \(x\in R^n\) is a state vector of the system. The author proposes an algorithm determining matrices \(A\), \(B\) and \(C\) with respect to the reaction of the fystem \(\{y(k)\}^\infty_{k=1}\) to the input impact \(\{u(k)\}^\infty_{k=1}\) in the case when the Hankel matrix constructed by the sequence \(\{u(k)\}^\infty_{k=1}\) is degenerated.