In this chapter, the problem of estimating in a model-free manner the H∞ normofa linear dynamic system is discussed at a tutorial level. Two recently developed methods for addressing this problem are presented, namely the power iterations method and a class of multi-armed bandit (MAB) algorithms. Due to reasons of space, many details are omitted, but references are provided to complement this exposition.
QC 20220525
Part of book ISBN 9781785617126