MIMO LTI system identification by active set methods
Low-order systems are identified given time and/or frequency response information through the use of an L1/Linf-based grouping penalty. The Randomize phase adds new candidate atoms into the system, and the Reweight phase sparsifies the selection of atoms while monotonically decreasing fitting error. Consult mimo/README.md
for further information.
https://ieeexplore.ieee.org/abstract/document/9304402 "MIMO System Identification by Randomized Active-Set Methods"
For comments and questions please email Jared Miller.