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pith:2025:IRHPCOIDHMHNIEPH4UIV6XM5XP
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Identification with Orthogonal Basis Functions: Convergence Speed, Asymptotic Bias, and Rate-Optimal Pole Selection

Jiayun Li, Jie Chen, Yilin Mo, Yiwen Lu

Selecting Tsuji points for model poles lets orthogonal basis function identification reach the lowest possible asymptotic H2 bias for LTI systems.

arxiv:2512.21096 v3 · 2025-12-24 · math.OC

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Claims

C1strongest claim

The pole selection algorithm is asymptotically optimal, achieving the fundamental lower bound on the identification bias. The asymptotic identification bias decreases exponentially with the number of basis functions, with the rate of decrease governed by the hyperbolic Chebyshev constant.

C2weakest assumption

The true system is linear time-invariant with poles inside the unit disk, and the H2 bias bound depends only on the locations of the true and model poles without additional unmodeled dynamics or noise assumptions that would invalidate the worst-case minimization.

C3one line summary

OBF-based system identification achieves exponentially decaying asymptotic bias when poles are chosen as Tsuji points, attaining the fundamental lower bound on H2 identification error.

References

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[1] L. Ljung, “System identification,” pp. 163–173, 1998 1998
[2] H. Madsen,Time Series Analysis. Chapman & Hall/CRC, 2008 2008
[3] A. Lindquist and G. Picci,Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification. Springer Verlag, 2015 2015
[4] From circuit theory to system theory, 1962
[5] Linear stochastic filtering-reappraisal and outlook, 1965
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First computed 2026-05-17T23:39:00.387564Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
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Canonical hash

444ef139033b0ed411e7e5115f5d9dbbff539d63dcc1a7f894da4b0d15b598ec

Aliases

arxiv: 2512.21096 · arxiv_version: 2512.21096v3 · doi: 10.48550/arxiv.2512.21096 · pith_short_12: IRHPCOIDHMHN · pith_short_16: IRHPCOIDHMHNIEPH · pith_short_8: IRHPCOID
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/IRHPCOIDHMHNIEPH4UIV6XM5XP \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 444ef139033b0ed411e7e5115f5d9dbbff539d63dcc1a7f894da4b0d15b598ec
Canonical record JSON
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    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "math.OC",
    "submitted_at": "2025-12-24T10:35:37Z",
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