Continuous-Time Bilinear System Identification

Abstract

The objective of this paper is to describe a new method for identification of a continuous-time multi-input and multi-output bilinear system. The approach is to make judicious use of the linear-model properties of the bilinear system when subjected to a constant input. Two steps are required in the identification process. The first step is to use a set of pulse responses resulting from a constant input of one sample period to identify the state matrix, the output matrix, and the direct transmission matrix. The second step is to use another set of pulse responses with the same constant input over multiple sample periods to identify the input matrix and the coefficient matrices associated with the coupling terms between the state and the inputs. Numerical examples are given to illustrate the concept and the computational algorithm for the identification method.