General orthonormal bases or robust identification in H-infinity
Özet
In this paper, the problem of system identification in H-infinity with general orthonormal basis functions is investigated. A two-stage algorithm is show to be robust, provided that the umber of basis elements as a function of the amount of data does not increase faster than O (N (2/5)). Worst-case identification error bounds in the H-infinity norm are derived. The algorithm also works on nonuniformly spaced frequency response measurements. An example is provided to illustrate the application of the algorithm.
Kaynak
Siam Journal On Control and OptimizationCilt
40Sayı
3Koleksiyonlar
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