System identification with generalized orthonormal basis functions

A least squares identification method is studied that estimates a finite number of expansion coefficients in the series expansion of a transfer function, where the expansion is in terms of generalized basis functions. The basis functions are orthogonal in H/sub 2/ and generalize the pulse, Laguerre and Kautz (1954) bases. The construction of the basis is considered and bias and variance expressions of the identification algorithm are discussed. The basis induces a new transformation (Hambo transform) of signals and systems, for which state space expressions are derived.<>