Identification of MIMO Systems With Sparse Transfer Function Coefficients
The authors study the problem of estimating transfer functions of multi variable (Multiple-Input Multiple-Output - MIMO) systems with sparse coefficients. They note that subspace identification methods are powerful and convenient tools in dealing with MIMO systems since they neither require nonlinear optimization nor impose any canonical form on the systems. However, subspace-based methods are inefficient for systems with sparse transfer function coefficients since they work on state space models. They propose a two-step algorithm where the first step identifies the system order using the subspace principle in a state space format, while the second step estimates coefficients of the transfer functions via L1-norm convex optimization. The proposed algorithm retains good features of subspace methods with improved noise-robustness for sparse systems.