Impulse Response Estimation via Laguerre-Fourier Expansion

Abstract

The empirical transfer function estimate (ETFE) is a widely used method for system identification of linear time-invariant (LTI) systems in engineering disciplines such as acoustics, audio engineering, seismography, and tomography. However, ETFE suffers from numerical limitations when the excitation signal is band-limited or vanishes at certain frequencies, which is a common physical constraint of the excitation in practice. In such cases, division in the frequency domain becomes heavily ill-conditioned, and small measurement disturbances or numerical inaccuracies can degrade the solution. This paper presents L-ETFE, a generalization of ETFE based on Laguerre-Fourier expansions that addresses these limitations. After a suitable transformation, the method can yield a well-conditioned circulant problem even when the original ETFE system is ill-conditioned. Solving this problem via classical ETFE yields the discrete Laguerre-Fourier coefficients of the system's transfer function. The desired impulse response (IR) of the system-to-be-identified can then be recovered by a subsequent transformation pipeline. We derive novel and efficient algorithms for performing these transformations and analyse the conditioning of the transformed problem, explicitly characterizing its dependence on the input and a parameter used in the Laguerre-Fourier expansion. We evaluate the method on two simulated discrete-time LTI systems of varying complexity. The experiments demonstrate accurate IR recovery for spectral-zero and band-limited excitation, where standard ETFE fails.