System identification with generalized orthonormal basis functions
type: Item
instance of: scholarly article
title: System identification with generalized orthonormal basis functions
zbMATH Open document ID: 0848.93013
DOI: 10.1016/0005-1098(95)00074-4
published in: Automatica
publication date: 1996-06-05T00:00:00Z
review text: Linear system identification is considered by using a set of flexible basis functions for the space of stable systems that generalize the classical Laguerre and Kautz bases. A least-squares identification of a finite number of expansion coefficients in the orthogonal series expansion of a transfer function is studied, and explicit bounds for the asymptotic bias and variance errors of the parameter estimates and the resulting transfer function estimates are derived and analyzed. The important advantage of the method is that a proper choice of basis functions (reflecting the dominant dynamics of the process to be modeled) can substantially diminish the number of expansion coefficients that should be estimated in a finite-length series expansion to obtain the approximate model up to a satisfactory accuracy. An illustrative simulation example is included.
Mathematics Subject Classification ID: 93B30
Mathematics Subject Classification ID: 42C10
zbMATH DE Number: 867790
zbMATH Keywords: linear system identification
zbMATH Keywords: basis functions
zbMATH Keywords: least-squares identification
zbMATH Keywords: orthogonal series
Wikidata QID: Q57736024
author: Paul Van den Hof
author: Peter Heuberger
author: J. Bokor
reviewed by: Zygmunt Hasiewicz
MaRDI profile type: Publication
full work available at URL: 0005-1098(95)00074-4
OpenAlex ID: W2158290540
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DBLP publication ID: journals/automatica/HofHB95
description: scientific article; zbMATH DE number 867790