Linear and nonlinear algorithms for identification in H∞ with error bounds
A linear and a nonlinear algorithm are presented for the problem of system identification in H∞, posed by A. J. Helmicki, C. A. Jacobson, and C. N. Nett (1989) derive some error bounds for the linear algorithm which indicate that if the model error is not too high this algorithm has good guaranteed error properties. The linear algorithm requires only FFT (fast Fourier transform) computations. A nonlinear algorithm that has the robust convergence property is also presented. This algorithm requires an additional step of solving a Nehari best approximation problem.
Publication Source (Journal or Book title)
Proceedings of the American Control Conference
Gu, G., & Khargonekar, P. (1991). Linear and nonlinear algorithms for identification in H∞ with error bounds. Proceedings of the American Control Conference, 1, 64-69. https://doi.org/10.23919/acc.1991.4791327