Laguerre-based system identification: an indirect approach

In this paper, an indirect approach to Laguerre-based system identification is presented. The approach does not aim at a Laguerre model. It uses Laguerre modeling to arrive at a state variable model based on a realization procedure. The main benefit of this approach is that the model order may dramatically be reduced, compared to Laguerre modeling. Since the approach is built upon the Laguerre model structure for parameter estimation and an SVD-based realization procedure for model construction, it inherits both statistically and numerically favorable properties