A stochastic analysis of robust estimation algorithms in H-infinity with rational basis functions

Akcay H.

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, vol.12, no.1, pp.71-86, 2002 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 12 Issue: 1
  • Publication Date: 2002
  • Doi Number: 10.1002/rnc.627
  • Journal Name: INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.71-86
  • Keywords: robust identification, two-stage algorithm, rational basis functions, stochastic noise, frequency response data, ORTHONORMAL BASIS FUNCTIONS, SYSTEM-IDENTIFICATION, ERROR-BOUNDS, L-P, FREQUENCY, SPACES
  • Anadolu University Affiliated: No

Abstract

In this paper, a two-stage nonlinear identification algorithm parameterized in terms of rational basis functions with fixed basis poles is studied when disturbances are subject to mild stochastic assumptions. The two-stage algorithm is the archetype for robust estimation algorithms in H-infinity and its first stage is linear-in-data. Conditions for the consistency of both the stages are derived. It is shown that the two-stage algorithm enjoys a better stochastic as well as deterministic performance than those of the linear algorithms. Copyright (C) 2001 John Wiley Sons, Ltd.