BILATERAL DECOMPOSITION OF A TIME FUNCTION INTO LAGUERRE SERIES - APPLICATION TO LTI SYSTEM-IDENTIFICATION

This paper deals with the estimation of linear time invariant (LTI) sy stems using Laguerrien models. The Laguerre functions used in this pap er are presented in their general form, i.e. using two exponential fac tors. The main contribution of this paper is the development of an alg orithm which performs the decomposition of a signal into Laguerre seri es for negative as well as positive time domains. These two decomposit ions are then aggregated to form a unique bilateral expansion. The met hod is then used to decompose input and output signals defined for pos itive as well as negative time (the case of non zero initial condition s of the stare process is considered) into their bilateral Laguerre ex pansions in older to compute the parameters of the transfer function o f the system that needs to be identified. (C) 1998 The Franklin Instit ute. Published by Elsevier Science Ltd.