Abstract

In this paper, we treat the stochastic realization problem with exogenous inputs, which is to finda state vectorxand calculate the state space model in the innovative form. The statevectorxis given by thebase vector of the predictor space calculated using the canonical correlation analysis. This method is appliedto experimental identification of a vibrational rotary electromechanical system. Finally by the step forwardprediction by the Kalman filter, is validated the identification dueto the CCA method