Bi-orthonormal basis functions for improved frequency domain system identification

R.M.A. Herpen, van, T.A.E. Oomen, O.H. Bosgra

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

3 Citations (Scopus)


Frequency-domain identification algorithms are considered. The aim of this paper is to develop a new algorithm that i) converges to a minimum of the objective function, and ii) possesses optimal numerical properties. Hereto, recent results in instrumental variable system identification are exploited. In addition, a new bilinear form is proposed that leads to the novel introduction of bi-orthonormal polynomials in system identification. The combination of these aspects leads to the desired convergence properties in conjunction with optimal numerical conditioning. The results are supported by means of a simulation example.
Original languageEnglish
Title of host publicationProceedings of the 51st IEEE Conference on Decision and Control (CDC 2012), 10-13 December 2012, Maui, Hawaii
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
ISBN (Print)978-1-4673-2064-1
Publication statusPublished - 2012


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