最差情况H∞辨识的时域设计方法
A Time Domain Approach to the Worst Case System Identification in H∞
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摘要: 针对最差情况H∞辨识中最常见的一类模型集,给出了一种基于时域数据的两步 辨识算法.第一步通过信息一致性原理把辨识问题转化为受限凸规划问题,第二步利用一个 多项式逼近定理在第一步结果基础上,对不确定集中的系数进行逼近,得到辨识出的名义模 型.最后分析了辨识算法的局部误差、全局误差和算法的收敛性.Abstract: This paper presents a two-step algorithm for the worst case H~ identification of a class of well-known model set with time domain experimental data. Using the information consistency principle, the first step of the algorithm transforms the identification problem into a constrained convex programming ,the result of which is then used ,in the second step, to approximate systems in the uncertainty set to obtain the identified nominal model based on a polynomial approximation theorem. Discussions on the local and global identification errors and the convergence of the algorithm are also carried out respectively.
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