Estimation of pulse transfer function parameters by quasilinearization

An iterative algorithm for the identification of single-input single-output linear stationary discrete systems is developed using the method of quasilinearization. The resulting procedure is similar to mode 1 of the method of Steiglitz and McBride but has the advantage of the quadratic convergence property of quasilineariza-tion. It is shown that this algorithm becomes mode 1 if the measured plant output is used in the calculations in place of the model output. Consequently, the two methods are extremely compatible and it is a simple matter to combine them in a single program, which generates its own initial estimates has the wide range of convergence of mode 1, and possesses the quadratic convergence property of quasilineariza-tion for final convergence to a solution. The method also permits the estimation of plant initial conditions in those cases where they must be considered. Results of a few numerical applications are discussed.