A Linear Robustly Convergent Interpolatory Algorithm For System Identification

E. Bai, S. Raman
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引用次数: 12

Abstract

This paper presents a linear, robustly convergent interpolatory algorithm for system identification in the presence of bounded noise. The proposed algorithm converges to the actual, but unknown system in frequency domain in the noise free case and maintains the robust convergence result in the face of bounded noise. This robustness property distinguishes the proposed linear algorithm from other existing linear schemes.
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系统辨识的线性鲁棒收敛插值算法
提出了一种线性、鲁棒收敛的插值算法,用于有界噪声存在下的系统辨识。该算法在无噪声情况下收敛到实际未知系统的频域,并在有界噪声情况下保持鲁棒收敛结果。这种鲁棒性使所提出的线性算法区别于其他现有的线性方案。
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