the index of matrix a in cn.n is equivalent to the dimension of largest jor-dan block corresponding to the zero eigenvalue of a. in this paper, indicialequations and normal equations for solving inconsistent singular linear systemof equations are investigated.

There has been recent interest in using orthonormalised forms of fixed denominator model structures for system identification. A key motivating factor in the employment of these forms is that of improved numerical properties. Namely, for white input perfect conditioning of the least-squares normal equations is achieved by design. However, for the more usual case of coloured input spectrum, it i...