Generalized linear least squares algorithm for non-uniformly sampled biomedical system identification with possible repeated eigenvalues

Abstract

The recently developed generalized linear least squares (GLLS) algorithm has been found very useful in non-uniformly sampled biomedical signal processing and parameter estimation. However, the current version of the algorithm cannot deal with signals and systems containing repeated eigenvalues. In this paper, we extend the algorithm, so that it can be used for non-uniformly sampled signals and systems with/without repeated eigenvalues. The related theory and detailed derivation of the algorithm are given. A case study is presented, which demonstrates that the extended algorithm can provide more choices for system identification and is able to select the most suitable model for the system from the non-uniformly sampled noisy signal.