Generalized performance criteria for identified models

It is shown that some usual criteria evaluating the performances of an identified model with respect to experimental data, like the FIT criterion, can be not well-suited to fast sampled systems. This leads to propose some generalized criteria where the signals are filtered by transfer functions belonging to an orthonormal basis. An interpretation of this filtering in the frequency domain is provided. The basis poles selection is equivalent to making a specification about the criterion in function of the expected use of the identified model.