The Carathéodory-Fejér Problem and ℋ∞/ℓ1 Identification : A Time Domain Approach

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Detail(s)

Original languageEnglish
Pages (from-to)729-735
Journal / PublicationIEEE Transactions on Automatic Control
Volume40
Issue number4
Publication statusPublished - Apr 1995
Externally publishedYes

Abstract

In this paper kwe study a worse-case, robust control oriented identification problem. This problem is in the framework of Hϖ identification but the formulation here is more general. The available a priori information in our problem consists of a lower bound on the relative stability of the plant, an upper bound on a certain gain associated with the plant, and an upper bound on the noise level. The plant to be identified is assumed to lie in a certain subset in the space of Hϖ, characterized by the assumed a priori information. The available experimental information consists of a corrupt finite output time series obtained in response to a known nonzero but otherwise arbitrary input. Our objective is to identify from the given a priori and experimental information an uncertain model which consists of a nominal model in Hϖ and a bound on the modeling error measured in Hϖ norm. We present both an identification algorithm and several explicit lower and upper bounds on the identification error. The proposed algorithm is in the class of interpolatory algorithms which are known to possess desirable optimality properties in reducing the identification error. This algorithm is obtained by solving an extended Carathéodory—Fejér problem via standard convex programming methods. Both the algorithm and error bounds can be applied to l1 identification problems as well. © 1995 IEEE