FREQUENCY-DOMAIN IDENTIFICATION WITH GENERALIZED ORTHONORMAL BASIS FUNCTIONS

A method is considered for the identification of linear parametric mod els based on a least squares identification criterion that is formulat ed in the frequency domain. To this end, use is made of the empirical transfer function estimate (ETFE), identified from time-domain data. A s a parametric model structure use is made of a finite expansion seque nce in terms of recently introduced generalized basis functions, being generalizations of the classical pulse and Laguerre and Kautz types o f bases. An asymptotic analysis of the estimated models is provided an d conditions for consistency are formulated. Explicit and transparent bias and variance expressions are established, the latter ones also va lid in a situation of undermodeling.