Title

Suboptimal algorithms for worst case identification and model validation

Document Type

Conference Proceeding

Publication Date

12-1-1993

Abstract

New algorithms based on convex programming are proposed for worst case system identification. The algorithms are optimal within a factor of two asymptotically. Further, model validation, or data consistency is embedded in the identification process. Explicit worst case identification error bounds in H∞ norm are also derived for both uniformly and nonuniformly spaced frequency response samples.

Publication Source (Journal or Book title)

Proceedings of the IEEE Conference on Decision and Control

First Page

539

Last Page

544

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