Title :
Comments on "Least squares methods for H/spl infin/ control oriented system identification"
Author :
Livstone, Mitchell M. ; Farrell, Jay A. ; Dahleh, Munther A.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., MIT, Cambridge, MA, USA
fDate :
7/1/1994 12:00:00 AM
Abstract :
In the above paper by Helmicki-Jacobson (ibid. vol.38, no.5, p.819-26 (1993)), the authors present two sets of convergent least squares algorithms for identification in H/spl infin/. In this paper we: (1) point out an error in the proof of convergence for the first set; (2) show that the first set of optimization problems is really equivalent to a special case of the second set; and (3) provide a small correction to the derivation of the error bounds for the second set of algorithms.<>
Keywords :
convergence of numerical methods; frequency-domain analysis; identification; least squares approximations; optimal control; optimisation; H/spl infin/ control oriented system identification; constrained problems; convergent least squares; error bounds; frequency domain analysis; optimization; Control systems; Convergence; Error correction; Frequency domain analysis; Frequency response; Laboratories; Lagrangian functions; Least squares methods; System identification; Time domain analysis;
Journal_Title :
Automatic Control, IEEE Transactions on