Selection of Best Orthonormal Rational Basis

Autor:	Bo Wahlberg, Lars F. Villemoes, Per Bodin
Rok vydání:	2000
Předmět:	Discrete mathematics Functional principal component analysis Control and Optimization Generalized Fourier series Basis (linear algebra) Applied Mathematics Linear regression Applied mathematics Orthonormal basis Orthonormality Orthogonal basis Subspace topology Mathematics
Zdroj:	Scopus-Elsevier
ISSN:	1095-7138 0363-0129
DOI:	10.1137/s036301299732818x
Popis:	This contribution deals with the problem of structure determination for generalized orthonormal basis models used in system identification. The model structure is parameterized by a prespecified set of poles representing a finite-dimensional subspace of ${\cal H}^2$.\ Given this structure and experimental data, a model can be estimated using linear regression techniques. Since the variance of the estimated model increases with the number of estimated parameters, one objective is to find coordinates, or a basis, for the finite-dimensional subspace giving as compact or parsimonious a system representation as possible. In this paper, a best basis algorithm and a coefficient decomposition scheme are derived for the generalized orthonormal rational bases. Combined with linear regression and thresholding this leads to compact transfer function representations. The methods are demonstrated with several examples.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f67a20c53e0c2a00d7a5c5c2a12702d9 https://doi.org/10.1137/s036301299732818x Zobrazit plný text záznamu Plný text ve formátu PDF