A class of algorithms for identification in H∞

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Conference Proceeding

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A class of algorithms for the problem of system identification in H∞ is investigated. These algorithms are characterized by a two-stage structure and involve a class of window functions. Some conditions in terms of properties of the window functions are derived, which guarantee robust convergence of the algorithms. Identification errors are analyzed for several common window functions. This leads to some insights into the trade-off between the error induced by approximation and that due to noise.

Publication Source (Journal or Book title)

Proceedings of the IEEE Conference on Decision and Control

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