Time-domain H∞ identification

Y. Theodor, U. Shaked, N. Berman

Research output: Contribution to journalArticlepeer-review

Abstract

The problem of parameter identification, for single-input, single-output ARX systems, is considered. Recent results in H-nonlinear filtering are used to formulate a nonlinear H time-domain prediction-error-modeling (PEM) identification method. The performance of the new method is guaranteed by a preassigned bound on the ratio between the energy of the prediction error of the obtained model and the energy of the exogenous disturbances. The potential usefulness of the H time-domain identification method is illustrated by a numerical example.

Original languageEnglish
Pages (from-to)1019-1023
Number of pages5
JournalIEEE Transactions on Automatic Control
Volume41
Issue number7
DOIs
StatePublished - 1996

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