In this paper the Simplified Refined Instrumental Variable (SRIV) identification algorithm for SISO systems is extended to MIMO systems described by a Left Matrix Fraction Description (LMFD). The performance of the extended algorithm is compared to the well-known MIMO four-step instrumental variable (IV4) algorithm. Monte Carlo simulations for different signal to noise ratios are conducted to assess the performance of the algorithm. Moreover, the algorithm is applied to a simulated quadruple tank process.
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Akroum et al. (2009) studied this question.
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