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Identification for robust H-2 deconvolution filtering
TU Delft. (Center for Systems and Control)
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-9368-3079
Ecole Centrale de Lyon. (Laboratoire Ampère)
2010 (English)In: Automatica, ISSN 0005-1098, Vol. 46, no 3, 577-584 p.Article in journal (Refereed) Published
Abstract [en]

This paper addresses robust deconvolution filtering when the system and noise dynamics are obtained by parametric system identification. Consistent with standard identification methods, the uncertainty in the estimated parameters is represented by an ellipsoidal uncertainty region. Three problems are considered: (1) computation of the worst case H-2 performance of a given deconvolution filter in this uncertainty set; (2) design of a filter which minimizes the worst case H-2 performance in this uncertainty set; (3) input design for the identification experiment, subject to a limited input power budget, such that the filter in (2) gives the smallest possible worst case H-2 performance. It is shown that there are convex relaxations of the optimization problems corresponding to (1) and (2) while the third problem can be treated via iterating between two convex optimization problems.

Place, publisher, year, edition, pages
2010. Vol. 46, no 3, 577-584 p.
Keyword [en]
Deconvolution filtering, System identification, Optimal experiment design, Training signal design
National Category
Control Engineering
Research subject
URN: urn:nbn:se:kth:diva-28322DOI: 10.1016/j.automatica.2010.01.023ISI: 000276580900013ScopusID: 2-s2.0-77549088763OAI: diva2:386201
Swedish Research Council, 621-2007-6271

QC 20150727

Available from: 2011-01-12 Created: 2011-01-12 Last updated: 2015-07-27Bibliographically approved

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Hjalmarsson, Håkan
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Automatic ControlACCESS Linnaeus Centre
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