A pseudo-linear regression algorithm in discrete-time for the efficient identification of stiff systems

This article presents a discrete-time identification method able to characterize multiscale systems. It belongs to the pseudo-linear regression class, and uses a model parameterization established on generalized bases of orthonormal transfer functions. An analysis of the estimated parameters accuracy is provided, and in order to tend towards statistical efficiency, an iterative procedure of the basis poles selection is proposed. Simulation examples show the interest of the approach.