Iterative identification methods for ill-conditioned processes

Some ill-conditioned processes are very sensitive to small element-wise uncertainties arising in classical element-by-element model identifications. For such processes, accurate identification of simgular values and right singular vectors are more important than theose of the elements themselves. Singular values and right singular vectors can be found by iteraive identification methods which implement the input and output transformations iteratively. Methods based on SVD decomposition, QR decomposition and LU decomposition are proposed and compared with the Kuong and Mac Gregor's method. Convergence proofs are given. These SVD and QR mehtods use normal matrices for the transformations which cannot be calculated analytically in general and so they are hoard to apply to dynamic processes, whereas the LU method used simple analyitc transformations and can be directly applied to dynamic processes.