Resetting AUDI Algorithm Used in Rapid Time-varying MIMO System Identification

Augmented UD identification (AUDI) technique is derived from the traditional recursive least-squares (RLS) algorithm and has been developed rapidly during the last decade. AUDI is a cluster of identification algorithms based on matrix factorization methods (such as QR and LDL) and thus shows its stable performance in system identification applications. An AUDI algorithm with resetting strategy (RAUDI) has much ability in rapid time-varying SISO system identification. In this paper, an endeavor to expand the RAUDI in MIMO system identification is made and a comparative experiement is done to exhibit its good ability in rapidly changing parameter estimate in MIMO system.