System identification with generalized orthonormal basis functions

Abstract

A least squares identification method is studied that estimates a finite number of expansion coefficients in the series expansion of a transfer function, where the expansion is in terms of generalized basis functions. The basis functions are orthogonal in H/sub 2/ and generalize the pulse, Laguerre and Kautz (1954) bases. The construction of the basis is considered and bias and variance expressions of the identification algorithm are discussed. The basis induces a new transformation (Hambo transform) of signals and systems, for which state space expressions are derived.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>