Analyzing iterations in identification with application to nonparametric H-infinity-norm estimation

C.R. Rojas, T.A.E. Oomen, H. Hjalmarsson, B. Wahlberg

Research output: Contribution to journalArticleAcademicpeer-review

24 Citations (Scopus)
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Abstract

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 nonparametricH8-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 H8-norm estimation, revealing the value of iterations and limits of accuracy interms of the Fisher information matrix. The results are confirmed by means of a simulation example.
Original languageEnglish
Pages (from-to)2776-2790
Number of pages15
JournalAutomatica
Volume48
Issue number11
DOIs
Publication statusPublished - 2012

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