The fundamental role of general orthonormal bases in system identification

@article{Ninness1999TheFR,
  title={The fundamental role of general orthonormal bases in system identification},
  author={Brett Ninness and H{\aa}kan Hjalmarsson and Fredrik Gustafsson},
  journal={IEEE Trans. Automat. Contr.},
  year={1999},
  volume={44},
  pages={1384-1406}
}
The purpose of this paper is threefold. Firstly, it is to establish t hat contrary to what might be expected, the accuracy of well known and frequently used asymptotic variance r esults can depend on choices of fixed poles or zeros in the model structure. Secondly, it is to d erive new variance expressions that can provide greatly improved accuracy while… CONTINUE READING

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