Title
Bi-Orthonormal Polynomial Basis Function Framework With Applications in System Identification.
Abstract
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 ( = 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.
Year
DOI
Venue
2016
10.1109/TAC.2015.2509451
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Approximation methods,Approximation algorithms,Frequency-domain analysis,Mathematical model,Control systems,Instruments,Linear systems
Polynomial basis,Approximation algorithm,Mathematical optimization,Linear system,Polynomial,Control theory,Orthonormal basis,Rational function,System identification,Mathematics,Computation
Journal
Volume
Issue
ISSN
61
11
0018-9286
Citations 
PageRank 
References 
1
0.36
12
Authors
3
Name
Order
Citations
PageRank
Robbert van Herpen1274.27
Okko H. Bosgra210916.28
Tom Oomen3619.63