A unifying construction of orthonormal bases for system identification

被引：275
|
作者：
Ninness, B [1 ]
Gustafsson, F [1 ]
机构：
[1] LINKOPING UNIV,DEPT ELECT ENGN,S-58183 LINKOPING,SWEDEN
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1997年 / 42卷 / 04期
关键词：
Kautz bases; Laguerre bases; least squares; orthogonal bases; system identification;
D O I：
10.1109/9.566661
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper develops a general and very simple construction for complete orthonormal bases for system identification. This construction provides a unifying formulation of many previously studied orthonormal bases since the common FIR and recently popular Laguerre and two-parameter Kautz model structures are restrictive special cases of the construction presented here. However, in contrast to these special cases, the basis vectors in the unifying construction of this paper can have arbitrary placement of pole position according to the prior information the user wishes to inject. Results characterizing the completeness of the bases and the accuracy properties of models estimated using the bases are provided.
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页码：515 / 521
页数：7
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