The problem of the online identification of multi-input multi-output (MIMO) state-space models in the framework of discrete-time subspace methods is considered in this paper. Several algorithms, based on a recursive formulation of the MIMO output error state-space (MOESP) identification class, are developed. The main goals of the proposed methods are to circumvent the huge complexity of eigenvalues or singular values decomposition techniques used by the offline algorithm and to provide consistent state-space matrices estimates in a noisy framework. The underlying principle consists in using the relationship between array signal processing and subspace identification to adjust the propagator method (originally developed in array signal processing) to track the subspace spanned by the observability matrix. The problem of the (coloured) disturbances acting on the system is solved by introducing an instrumental variable in the minimised cost functions. A particular attention is paid to the algorithmic development and to the computational cost. The benefits of these algorithms in comparison with existing methods are emphasised with a simulation study in time-invariant and time-varying scenarios. matrices.

The goal of the paper is to present a new on-line human recognition system, which is able to classify persons with adaptive abilities using an incremental classifier. The proposed incremental SVM is fast, as its training periodrely on only few images and it uses the mathematical properties of SVM to update only the needed parts. In our system, first of all, feature extraction and selection are implemented, based on color and texture features (appearance of the person). Then the incremental SVM classifier has been introduced to recognize a person from a set of 20 persons in CASIA Gait Database. The proposed incremental classifier is updated step by step when a new frame including a person is presented. With this technique, we achieved a correct classification rate of 98.46%, knowing only 5% of the dataset at the beginning of the experiment. A comparison with a non-incremental technique reaches recognition rate of 99% on the same database. Extended analyses have been carried out and showed that the proposed method can be adapted to on-line setting.