Abstract
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 H8-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 H8-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.
Original language | English |
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Title of host publication | Proceedings of the 18th IFAC World Congress, August 28 - September 2, 2011, Milano, Italy |
Place of Publication | Oxford |
Publisher | Pergamon |
Pages | 9972-9977 |
DOIs | |
Publication status | Published - 2011 |