Abstract
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 language | English |
|---|---|
| Title of host publication | Proceedings of the 51st IEEE Conference on Decision and Control (CDC 2012), 10-13 December 2012, Maui, Hawaii |
| Place of Publication | Piscataway |
| Publisher | Institute of Electrical and Electronics Engineers |
| Pages | 3451-3456 |
| ISBN (Print) | 978-1-4673-2064-1 |
| DOIs | |
| Publication status | Published - 2012 |
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