两步H∞辨识算法的一个近似最优的误差上界

利用逼近理论中的n-宽度和Bernstain不等式,以一般性的窗口系数为变量,对鲁棒 辨识中的两步H∞辨识算法,建立了一个近似最优的误差上界函数.该函数是窗口系数的凸 函数,它不仅可用于计算任意窗口系数对应的辨识误差上界,还为优化选择两步H∞ 辨识算 法的窗口系数提供了可行途径.

A Quasi-Optimal Upper error Bound for Two-Stage H∞ Identification Algorithms

By making use of n-width in approximation theory and Bernstain's inequality, a quasi-optimal upper error bound for two-stage H∞ identification algorithms of robust identification is established in this paper, which is an explict function of general window coefficients. The function is convex with respect to window coefficients. It not only can be used for computation of upper error bounds corresponding to any concrete window coefficients, but also sup- plies a feasible way for choosing window coefficients of two-stage H∞ identification algorithms with optimization techniques.