Title

Linear and Nonlinear Algorithms for Identification in ℋ∞with Error Bounds

Document Type

Article

Publication Date

1-1-1992

Abstract

In this paper a linear algorithm and a nonlinear algorithm are presented for the problem of “system identification in ℋ∞ ” posed by Helmicki, Jacobson, and Nett for discrete-time systems. We 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 new robustly convergent nonlinear algorithm is derived, and bounds on the worst-case identification error (in the ℋ∞norm) are obtained. © 1992 IEEE

Publication Source (Journal or Book title)

IEEE Transactions on Automatic Control

First Page

953

Last Page

963

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