Bi-orthonormal polynomial basis function framework with applications in system identification

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

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

8 Citaten (Scopus)
92 Downloads (Pure)

Samenvatting

Numerical aspects are of central importance in identification and control. Many computations in these fields involve approximations using polynomial or rational functions that are obtained using orthogonal or oblique projections. The aim of this paper is to develop a new and general theoretical framework to solve a large class of relevant problems. The proposed method is built on the introduction of bi-orthonormal polynomials with respect to a data-dependent bi-linear form. This bi-linear form generalises the conventional inner product and allows for asymmetric and indefinite problems. The proposed approach is shown to lead to optimal numerical conditioning (κ = 1) in a recent frequency-domain instrumental variable system identification algorithm. In comparison, it is shown that these recent algorithms exhibit extremely poor numerical properties when solved using traditional approaches.
Originele taal-2Engels
Pagina's (van-tot)3285-3300
TijdschriftIEEE Transactions on Automatic Control
Volume61
Nummer van het tijdschrift11
DOI's
StatusGepubliceerd - nov 2016

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