Fast on-line identification of linear discrete-time deterministic systems

A method for on-line identification of the parameters of a linear, time-invariant, discrete-time, deterministic system is presented. Its characteristics are: number of steps equal to the number of unknown parameters, system order may be determined on-line, matrices are neither stored nor inverted, identification is performed for inputs that are not persistently exciting. The work is based on a particular arrangement and manipulation of data and results in a simple method of easy implementation in a computer.