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Analyzing iterations in identification with application to nonparametric H-infinity-norm estimation
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0003-0355-2663
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
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-1927-1690
2012 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 48, no 11, 2776-2790 p.Article in journal (Refereed) Published
Abstract [en]

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.
Keyword [en]
Input and excitation design, Iterative modeling and control design, Nonparametric methods
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-72607DOI: 10.1016/j.automatica.2012.08.025ISI: 000310717100005Scopus ID: 2-s2.0-84867399304OAI: oai:DiVA.org:kth-72607DiVA: diva2:488318
Funder
EU, European Research Council, 267381Swedish Research Council, 621-2009-4017ICT - The Next Generation
Note

QC 20121119

Available from: 2012-02-01 Created: 2012-01-31 Last updated: 2017-12-08Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, HåkanWahlberg, Bo

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