The fundamental role of general orthonormal bases in system identification

DOI10.1109/9.774110zbMath0963.93021OpenAlexW2103172765MaRDI QIDQ4506839

Håkan Hjalmarsson, Brett Ninness, Fredrik Gustafsson

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/26365

zbMATH Keywords

system identificationparameter estimationasymptotic variancegeneralized Fourier seriesleast squares estimationorthonormal basesasymptotic properties of Toeplitz-like matricesfixed poles or zeros in the model structure

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Eigenvalue problems (93B60)

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