A CLASS OF ALGORITHMS FOR IDENTIFICATION IN ETA-INFINITY

被引:78
作者
GU, GX
KHARGONEKAR, PP
机构
[1] UNIV MICHIGAN,DEPT ELECT ENGN & COMP SCI,ANN ARBOR,MI 48109
[2] LOUISIANA STATE UNIV,DEPT ELECT ENGN,BATON ROUGE,LA 70803
基金
美国国家科学基金会;
关键词
SYSTEM IDENTIFICATION; FREQUENCY RESPONSE; LINEAR SYSTEMS; FAST FOURIER TRANSFORM; ERROR ANALYSIS;
D O I
10.1016/0005-1098(92)90117-X
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, a class of algorithms for the problem of system identification in H infinity are 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.
引用
收藏
页码:299 / 312
页数:14
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