Frequency Domain Estimation Using Orthonormal Bases
نویسنده
چکیده
This paper examines the use of general orthonormal bases for system identification from frequency domain data. This idea has been studied in great depth for the particular case of the orthonormal trigonometric basis. Here we show that the accuracy of the estimate can be significantly improved by rejecting the trigonometric basis in favour of a more general orthogonal basis that is able to be adapted according to prior information that is available about the system being identified. The usual trigonometric basis emerges as a special case of the general bases employed here.
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تاریخ انتشار 1996