Abstract
In this paper, first a two-stage robustly covergent identification algorithm in ℋ∞ for nonuniformly spaced data is proposed. The worst-case error of the algorithm converges to zero faster than polynomial rates in the noise-free case when the identified system is an exponentially stable discrete-time system. The algorithm is characterized by a rational interpolation step with fixed poles at zero and infinity. Next, a minimax algorithm with better convergence properties is introduced. Sensitivity of the algorithms to small variations in the frequency values is also studied.
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Akçay, H. Algorithms for robust identification in ℋ∞ with nonuniformly spaced frequency response data. Math. Control Signal Systems 11, 161–181 (1998). https://doi.org/10.1007/BF02741889
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DOI: https://doi.org/10.1007/BF02741889