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

作者：Rojas Cristian R^*; Oomen Tom; Hjalmarsson Hakan; Wahlberg Bo

来源：Automatica, 2012, 48(11): 2776-2790.

DOI：10.1016/j.automatica.2012.08.025

• Nonparametric methods
• Iterative modeling and control design
• Input and excitation design

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-infinity-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-infinity-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.

• 出版日期2012-11