TW 314

P. Van gucht and A. Bultheel
Using orthogonal rational functions for system identification


We establish two different algorithms that return an approximation of a system transfer function if input and ouput data are given. The model we use, is written as a linear combination of orthogonal rational functions (ORF), with respect to a weight function which depends on the input data.
In the first algorithm a continous inner product leads to a least squares problem with a well conditioned matrix. Due to the fact that the data is finite we cannot solve the least squares problem recursively. This problem can be solved if we use a discrete inner product. For this approach however we need the z-transform of the input and output in some points.

report.pdf / mailto: P. van gucht