Lecchini, A.
Gevers, Michel
[UCL]
This paper delivers an analysis of the least-square estimation of the Laguerre coefficients of a linear discrete-time system from step response data. The original contribution consists in an explicit formula for the bias error on the estimated coefficients due to the under-modelling of the system. The formula, jointly with some a-priori information on the neglected dynamics, can be used to construct bounds on this error. The results presented in this paper are illustrated with a simulation example. (C) 2003 Elsevier B.V. All rights reserved.
Bibliographic reference |
Lecchini, A. ; Gevers, Michel. Explicit expression of the parameter bias in identification of Laguerre models from step responses. In: Systems & Control Letters, Vol. 52, no. 2, p. 149-165 (2004) |
Permanent URL |
http://hdl.handle.net/2078.1/40184 |