Linear and nonlinear algorithms for identification in H∞ with error bounds |
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| Authors: | Gu G. Khargonekar P.P. |
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| Affiliation: | Dept. of Electr. Eng., Louisiana State Univ., Baton Rouge, LA; |
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| 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 |
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