An Algorithm For Selection of Best Orthonormal Rational Basis

This contribution deals with the problem of structure determination for generalized orthonormal basis models used in system identiication. The model structure is parameterized by a pre-speciied set of poles. Given this structure and experimental data a model can be estimated using linear regression techniques. Since the variance of the estimated model increases with the number of estimated parameters, the objective is to nd structures that are as compact/parsimonious as possible. A natural approach would be to estimate the poles, but this leads to nonlinear optimization with possible local minima. In this paper, a best basis algorithm is derived for the generalized orthonormal rational bases. Combined with linear regression and thresh-olding this leads to compact transfer function representations .