Reduction in Computational Complexity of Recursions in SVD-based Recursive 4SID with Fixed Input-output Data Size

We derive the computational complexities of our recursive subspace state-space system identification algorithm (R4SID) and the existing R4SIDs. Furthermore, we clarify that the computational complexity of our R4SID is less than that of the existing R4SID based on LQ-factorization. Finally, the effectiveness of computation time and accuracy of our R4SID is statistically examined through numerical experiments.