Title :
Linear and nonlinear algorithms for identification in H ∞ with error bounds
Author :
Gu, Guoxiang ; Khargonekar, Pramod P.
Author_Institution :
Dept. of Electr. Eng., Louisiana State Univ., Baton Rouge, LA, USA
fDate :
7/1/1992 12:00:00 AM
Abstract :
A linear algorithm and a nonlinear algorithm for the problem of system identification in H∞ posed by Helmicki et al. (1990) for discrete-time systems are presented. The authors derive some error bounds for the linear algorithm which indicate that it is not robustly convergent. However, the worst-case identification error is shown to grow as log(n), where n is the model order. A robustly convergent nonlinear algorithm is derived, and bounds on the worst-case identification error (in the H∞ norm) are obtained
Keywords :
convergence; discrete time systems; identification; H∞; discrete-time systems; error bounds; linear algorithm; nonlinear algorithms; robust convergence; worst-case identification error; Approximation algorithms; Convergence; Discrete Fourier transforms; Frequency measurement; Frequency response; H infinity control; Jacobian matrices; Linear systems; Robustness; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
