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On Behavioral Model Identification
This paper presents theory andalgorithms for system identification suitable for the framework of behavioral system theory. An algorithm basedon algebraic system theory and realization theory (Ho-Kalman realization) in a subspace model identification framework is presented. The novel approach taken consists of the formulation of input-output data as an impulse response model and the subsequent application of state-space realization. The method provides an approximation framework for simultaneous model identification and signal reconstruction