Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0848.93013
Van den Hof, Paul M.J.; Heuberger, Peter S.C.; Bokor, József
(Hof, Paul M. J. van den)
System identification with generalized orthonormal basis functions. (English)
[J] Automatica 31, No.12, 1821-1834 (1995). ISSN 0005-1098

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.
[Z.Hasiewicz (Wrocław)]

MSC 2000:: *93B30 System identification
42C10 Fourier series in special orthogonal functions

Keywords: linear system identification; basis functions; least-squares identification; orthogonal series

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]