English

Bayesian Subspace Identification in the MIMO Case

Systems and Control 2026-01-01 v1 Systems and Control Applications

Abstract

This report investigates the extension of the Bayesian Subspace System Identification method proposed in our previous work to the Multiple-Input Multiple-Output (MIMO) case. We derive new equivariant priors and posterior distributions specifically suited for the MIMO framework. Numerical results utilizing the DAISY dataset are reported to validate the approach.

Cite

@article{arxiv.2512.24435,
  title  = {Bayesian Subspace Identification in the MIMO Case},
  author = {Alexandre Rodrigues Mesquita},
  journal= {arXiv preprint arXiv:2512.24435},
  year   = {2026}
}
R2 v1 2026-07-01T08:46:09.267Z