General orthonormal bases or robust identification in H-infinity

Akcay H.

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, cilt.40, sa.3, ss.947-968, 2001 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 40 Sayı: 3
  • Basım Tarihi: 2001
  • Doi Numarası: 10.1137/s0363012999360397
  • Dergi Adı: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.947-968
  • Anahtar Kelimeler: robust identification, orthonormal basis functions, H-infinity, SYSTEM-IDENTIFICATION, TIME-SYSTEMS, L-P, LAGUERRE, APPROXIMATION, FREQUENCY, ALGORITHMS, MODELS
  • Anadolu Üniversitesi Adresli: Hayır

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.