Analyzing Iterations in Identification with Application to Nonparametric H∞-Norm Estimation
2011 (English)In: Proceedings of the 18th World Congress, The International Federation of Automatic Control, Milano (Italy) August 28 - September 2, 2011, IFAC Papers Online, 2011, 9972-9977 p.Conference paper (Refereed)
In the last decades, many iterative approaches in the field of system identification for control have been proposed. Many successful implementations have been reported, despite the lack of a solid analysis with respect to the convergence and value of these iterations. The aim of this paper is to present a thorough analysis of a specific iterative algorithm that involves nonparametric H-infinity-norm estimation. The pursued approach involves a novel frequency domain approach that appropriately deals with additive stochastic disturbances and input normalization. The results of the novel convergence analysis are twofold: i) the presence of additive disturbances introduces a bias in the estimation procedure, and ii) the iterative procedure can be interpreted as experiment design for H-infinity-norm estimation, revealing the value of iterations and limits of accuracy in terms of the Fisher information matrix. The results are confirmed by means of a simulation example.
Place, publisher, year, edition, pages
IFAC Papers Online, 2011. 9972-9977 p.
Nonparametric methods; Iterative modelling and control design; Input and excitation design
Research subject SRA - ICT
IdentifiersURN: urn:nbn:se:kth:diva-55896DOI: 10.3182/20110828-6-IT-1002.02786ScopusID: 2-s2.0-84866762088OAI: oai:DiVA.org:kth-55896DiVA: diva2:472041
8th World Congress The International Federation of Automatic Control, Milano, Italy, August 28 - September 2, 2011
FunderSwedish Research Council, 621-2009-4017
QC 201201112012-01-032012-01-032016-04-27Bibliographically approved