International Journal of Control, Vol.68, No.4, 867-886, 1997
Laguerre Filter Reduced-Order L(1) Identification
Calculable l(1) upper bounds for the truncation error of Laguerre filters are presented. A new solution to the finite-dimensional l(1) approximation problem is also detailed. The numerical performance of this algorithm is shown to be better than existing solutions. An l(1) identification method, which makes use of the finite-dimensional l(1) approximation algorithm, is developed. The identified models are reduced-order fixed-parameter filters, which are approximations of high order nonparametric models. Examples of the identification method are produced using Laguerre models. The examples considered strongly suggest that a trade-off is necessary between : truncation errors, errors due to the choice of model order, errors due to the choice of the Laguerre parameter.