Rational basis functions for robust identification from frequency and time-domain measurements

This paper investigates the use of general bases with fixed poles for the purposes of robust estimation. These bases, which generalise the common FIR, Laguerre and two--parameter Kautz ones, are shown to be fundamental in the disc algebra provided a very mild condition on the choice of poles is satisfied. It is also shown, that by using a min--max criterion, these bases lead to robust estimators for which error bounds in different norms can be explicitly quantified. The key idea facilitating this analysis is to re--parameterise the model structures into new ones with equivalent fixed poles, but for which the basis functions are orthonormal in H₂(D).