Bilateral decomposition of a time function into Laguerre series. Application to LTI system identification (Q5942202)

The authors develop an algorithm which performs the decomposition of a signal into Laguerre series for positive as well as for negative time domains, the decompositions being aggregated to form a unique bilateral expansion. The method is used for nonzero initial conditions state processes in order to decompose input and output signals defined for positive and negative time into their bilateral Laguerre expansions, from which the parameters of the transfer function of the system to be identified can be computed.