System Identification Using Laguerre Models

IEEE Transactions on Automatic Control

Volumn 36, Issue 5, 1991, Pages 551-562

  Wahlberg, Bo ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES - TRANSFER FUNCTIONS; SIGNAL FILTERING AND PREDICTION; STATISTICAL METHODS - REGRESSION ANALYSIS;

ARX MODELS; LAGUERRE MODELS; LINEAR REGRESSION MODELS; PREDICTOR MODELS;

CONTROL SYSTEMS, PREDICTIVE;

EID: 0026157695     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.76361     Document Type: Article

References (37)

1. L. Ljung, System Identification: Theory for the User. Englewood Cliffs, NJ: Prentice-Hall, 1987.
2. L. Ljung and Z. D. Yuan, “Asymptotic properties of black-box identification of transfer functions,” IEEE Trans. Automat. Contr. vol. AC-30, pp. 514–530, 1985.
3. L. Ljung and B. Wahlberg, “Asymptotic properties of the least squares method for estimating transfer functions and disturbance spectra,” Dep. Elect. Eng., Linkoping Univ., Linkoping, Sweden, Tech. Rep. LiTH-ISY-1008, 1989.
4. K. N. Berk, “Consistent autoregressive spectral estimates,” Annals Statistics, vol. 2, pp. 489–502, 1974.
5. Z. D. Yuan and L. Ljung, “Unprejudiced optimal open loop input design for identification of transfer functions,” Automatica, vol. 16, pp. 697–708, 1985.
6. M. Gevers and L. Ljung, “Optimal experiment designs with respect to the intended model applications,” Automatica, vol. 22, pp. 543–554, 1986.
7. K. J. Astrom, J. Sternby, and P. Hagander, “Zeros of sampled systems,” Automatica, vol. 20, no. 1, pp. 31–38, 1983.
8. B. Wahlberg, “Limit results for sampled systems,” Int. J. Contr., vol. 48, pp. 1267–1283, 1988.
9. R. H. Middleton and G. C. Goodwin, Digital Estimation and Control: A Unified Approach. Englewood Cliffs, NJ: Prentice-Hall, 1990.
10. D. W. Clarke, “Self-tuning multistep optimisation controllers,” presented at Reprints Workshop on Adaptive Control Strategies for Industrial Use, Alberta, Canada, 1988, pp. 1–25.
11. G. Szego, Orthogonal Polynomials, Vol. XXII. Rhode Island: Amer. Math. Society Colloquium, 1939.
12. Y. W. Lee, Statistical Theory of Communications. New York: Wiley, 1961.
13. W. Rudin, Real and Complex Analysis. New York: McGraw-Hill, 1974.
14. M. J. Gottlieb, “Polynomials orthogonal on finite or enumerable set of points,” Amer. J. Math., vol. 60, pp. 453–458, 1938.
15. P. W. Broome. “Discrete orthonormal sequences,” J. Assoc. Comput. Machinery, vol. 12, no. 2, pp. 151–168, 1965.
16. R. E. King and P. N. Paraskevopoulos, “Parametric identification of discrete-time SISO systems,” Int. J. Contr., vol. 30, pp. 1023–1029, 1979.
17. A. Zygmund, Trigonometric series. Cambridge, U.K.: Cambridge Univ. Press, 1968.
18. K. Glover, R. F. Curtain, and J. R. Partington, “Realization and approximation of linear infinite-dimensional systems with error bounds,” SIAM J. Contr. Optimiz., vol. 26, pp. 863–898, 1988.
19. B. Wahlberg, “On the use of orthogonalized exponentials in system identification,” Dep. Elect. Eng., Linkoping Univ., Linkoping, Sweden, Tech. Rep. LiTH-ISY-1099, 1990.
20. N. Wiener, The Theory of Prediction, Modern Math., for Engnr. Bechenbach. New York: McGraw-Hill, 1956.
21. P. Eykhoff, System identification. New York: Wiley, 1974.
22. C. Hwang and Y-P Shih, “Parameter identification via Laguerre Polynomials,” Int. J. Syst. Sci., vol. 13, no. 2, pp. 209–217, 1982.
23. P. R. Clement, “Laguerre functions in signal analysis and parameter identification,” J. Franklin Institute, vol. 313, no. 2, pp. 85–95, 1982.
24. K. Glover, J. Lam, and J. R. Partington, “Rational approximation of a class of infinite-order systems,” Eng. Dep., Cambridge Univ., Cambridge, U.K., Tech. Rep. CUED/F-INFENG/TR.20, 1988.
25. P. M. Makila, “Approximation of stable systems by Laguerre filters,” Automatica, vol. 26, no. 2, pp. 333–345, 1990.
26. G. Dumont and C. C. Zervos, “Adaptive controllers based on orthonormal series representations,” presented at the 2nd IFAC Workshop on Adaptive Syst. Contr. Signal Processing, Lund, Sweden, 1986, pp. 371–376.
27. A. B. Clymer, “Direct system synthesis by means of computers,” AIEE, vol. 77, pp. 798–806, 1959.
28. R. Johansson, “Identification of continuous-time dynamical systems,” in Proc. 25th Conf. Decision Contr., Athens, Greece, Dec. 1986, pp. 1653–1658.
29. B. Wahlberg, “The effects of rapid sampling in system identification,” Automatica, vol. 26, no. 1, pp. 167–170, 1990.
30. B. Wahlberg and L. Ljung, “Design variables for bias distribution in transfer function estimation,” IEEE Trans. Automat. Contr., vol. AC-31, pp. 134–144, 1986.
31. U. Grenander and G. Szego, Toeplitz Forms and Their Application. Berkeley, CA: Univ. California Press, 1958.
32. G. C. Goodwin, D. Mayne, and M. Salgado, “Uncertainty, information and estimation,” Dep. Elect. Comp. Eng., Newcastle University, N.S.W. 2308, Australia, Tech. Rep. EE8855, 1988.
33. G. Baxter, “A norm inequality for a finite section Wiener-Hopf equation,” III. J. Math., vol. 7, pp. 97–103, 1963.
34. E. J. Hannan and B. Wahlberg, “Convergence rates for inverse Toeplitz matrix forms,” J. Multivariate Analysis, vol. 31, pp. 127–135, 1989.
35. B. Wahlberg and E. J. Hannan, “Parametric signal modelling using Laguerre filters,” Dep. Elect. Eng., Linkoping Univ., Linkoping, Sweden, Tech. Rep. LiTH-ISY-1086, 1990.
36. S. Gunnarsson and L. Ljung, “Frequency domain tracking characteristics of adaptive algorithms,” IEEE Trans. Acoustics, Speech Signal Processing, vol. ASSP-37, pp. 1072–1089, 1989.
37. S. Gunnarsson and B. Wahlberg, “Some asymptotic results in recursive identification using Laguerre models,” Dep. Elect. Eng., Linkoping Univ., Linkoping, Sweden, Tech. Rep. LiTH-ISY-1061, 1990.