Analyzing iterations in identification with application to nonparametric H-infinity-norm estimation
2012 (English)In: Automatica, ISSN 0005-1098, Vol. 48, no 11, 2776-2790 p.Article in journal (Refereed) Published
Many iterative approaches in the field of system identification for control have been developed. Although successful implementations have been reported, a solid analysis with respect to the convergence of these iterations has not been established. The aim of this paper is to present a thorough analysis of a specific iterative algorithm that involves nonparametric H ∞- norm estimation. The pursued methodology involves a novel frequency domain approach that addresses both additive stochastic disturbances and input normalization. The results of the convergence analysis are twofold: (1) the presence of additive disturbances introduces a bias in the estimation procedure, and (2) the iterative procedure can be interpreted as experiment design for H ∞-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
2012. Vol. 48, no 11, 2776-2790 p.
Input and excitation design, Iterative modeling and control design, Nonparametric methods
IdentifiersURN: urn:nbn:se:kth:diva-72607DOI: 10.1016/j.automatica.2012.08.025ISI: 000310717100005ScopusID: 2-s2.0-84867399304OAI: oai:DiVA.org:kth-72607DiVA: diva2:488318
FunderEU, European Research Council, 267381Swedish Research Council, 621-2009-4017ICT - The Next Generation
QC 201211192012-02-012012-01-312013-09-05Bibliographically approved