H∞ identification of multivariable systems by tangential interpolation methods

The purpose of this paper is to present an extension to some of the current work on worst-case identification problems to multivariable systems. We consider an H_∞ identification problem for a class of linear shift invariant multi-input multi-output systems. Our main results are an interpolatory algorithm and a number of bounds on identification error. This algorithm operates on available input and output data in the time domain, and is constructed by solving an extended matrix tangential Caratheodory-Fejer problem. Similar to its counterpart for scalar systems, this interpolatory algorithm possesses certain desirable optimality properties and can be obtained via standard convex programming methods