A unifying construction of orthonormal bases for system identification

被引：278

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.

引用

页码：515 / 521

页数：7

共 27 条

[21]

Szego G., 1959, ORTHOGONAL POLYNOMIA, VXXIII

[22] SYSTEM-IDENTIFICATION USING KAUTZ MODELS [J].

WAHLBERG, B .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1994, 39 (06) :1276-1282

[23] SYSTEM-IDENTIFICATION USING LAGUERRE MODELS [J].

WAHLBERG, B .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1991, 36 (05) :551-562

[24] DESIGN VARIABLES FOR BIAS DISTRIBUTION IN TRANSFER-FUNCTION ESTIMATION [J].

WAHLBERG, B ;

LJUNG, L .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1986, 31 (02) :134-144

[25]

WALSH J, 1935, C PUB AM MATH SOC, V20

[26]

Wiener N., 1964, EXTRAPOLATION INTERP

[27] TRACKING RANDOM-WALK SYSTEMS WITH VECTOR-SPACE ADAPTIVE FILTERS [J].

WILLIAMSON, GA .

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-ANALOG AND DIGITAL SIGNAL PROCESSING, 1995, 42 (08) :543-547

← 1 2 3 →