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Least squares methods for H control-oriented system identification

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3 Author(s)
Helmicki, A.J. ; Dept. of Electr. & Comput. Eng., Cincinnati Univ., OH, USA ; Jacobson, C.A. ; Nett, C.N.

A series of system identification algorithms that yield identified models which are compatible with current robust controller design methodologies is presented. These algorithms are applicable to a broad class of stable, distributed, linear, shift-invariant plants. The a priori information necessary for their application consists of a lower bound on the relative stability of the unknown plant, an upper bound on a certain gain associated with the unknown plant, and an upper bound on the noise level. The a posteriori data information consists of a finite number of corrugated point frequency response estimates of the unknown plant. The extent to which certain standard Hilbert-space or least-squares method are applicable to the H system identification problem considered is examined. Results are established that connect the H2 error of the least-squares methods to the H error needed for control-oriented system identification

Published in:

Automatic Control, IEEE Transactions on  (Volume:38 ,  Issue: 5 )

Date of Publication:

May 1993

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