A class of algorithms for identification in H∞
In this paper, a class of algorithms for the problem of system identification in H∞ 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. © 1992.
Publication Source (Journal or Book title)
Gu, G., & Khargonekar, P. (1992). A class of algorithms for identification in H∞. Automatica, 28 (2), 299-312. https://doi.org/10.1016/0005-1098(92)90117-X