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The identification of multi-input multi-output (MIMO) linear systems has previously received a new impetus with the introduction of the state-space (SS) approach based on subspace approximations. This approach has immediately gained popularity, owing to the fact that it avoids the use of canonical forms, requires the determination of only one structural parameter, and has been empirically shown to yield MIMO models with good accuracy in many cases, However, the SS approach suffers from several drawbacks: there is no well-established rule tied to this approach for determining the structural parameter, and, perhaps more important the SS parameter estimates depend on the data in a rather complicated way, which renders almost futile any attempt to analyze and optimize the performance of the estimator. In this paper, we consider a transfer function (TF) approach based on instrumental variables (IV), as an …