Time variable gram matrix eigenproblem and its application to optimal identification of continuous systems

In the paper the new idea of the calculation of eigenvalues and eigenvectors for time dependent matrix G(t) is presented. This algorithm is based on the solution of some nonlinear differential equation which is fulfilled on eigenvectors Q(t) of matrix G(t) and it is faster than classical methods for eigenproblem solution. The solution has some properties of local stability especially for the states near the minimal eigenvector. Hence it can be used in on-line application (for each t). The application of this algorithm to solution of optimal parameter identification of continuous SISO systems is also pointed. (is presented).