Some asymptotic results in recursive identification using Laguerre models

Frequency domain expressions for the quality of recursively identified Laguerre models are presented. These models generalize finite impulse response models by using a priori information about the dominating time constants of the system to be identified. Expressions for the model quality are derived under the assumptions that the system varies slowly, that the model is updated slowly, and that the model order is high. The model quality is evaluated by investigating the properties of the estimated transfer function, and explicit expressions for the mean square error of the transfer function estimate are derived