General orthonormal bases or robust identification in H-infinity

Akcay H.

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, vol.40, no.3, pp.947-968, 2001 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 40 Issue: 3
  • Publication Date: 2001
  • Doi Number: 10.1137/s0363012999360397
  • Journal Name: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.947-968
  • Keywords: robust identification, orthonormal basis functions, H-infinity, SYSTEM-IDENTIFICATION, TIME-SYSTEMS, L-P, LAGUERRE, APPROXIMATION, FREQUENCY, ALGORITHMS, MODELS
  • Anadolu University Affiliated: No

Abstract

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.