Title

From frequency response data to state-space models

Document Type

Conference Proceeding

Publication Date

12-1-1995

Abstract

This paper considers system identification in frequency domain where the experimental data is a finite set of noisy frequency response measurement samples. The proposed algorithm consists of a combination of identification in H∞ and a modification of Ho/Kung's algorithm to produce state-space models. The associated modeling error in H∞ norm is analyzed based on the a priori information on the unknown true system as well as the level of noise. Upper bounds are derived for the worst-case identification errors. The proposed algorithm is applied to a typical lightly damped system as studied in [8] that yields impressive simulation results.

Publication Source (Journal or Book title)

Proceedings of the IEEE Conference on Decision and Control

First Page

1252

Last Page

1257

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