Abstract
The problem of parameter identification, for single-input, single-output ARX systems, is considered. Recent results in H∞-nonlinear filtering are used to formulate a nonlinear H∞ time-domain prediction-error-modeling (PEM) identification method. The performance of the new method is guaranteed by a preassigned bound on the ratio between the energy of the prediction error of the obtained model and the energy of the exogenous disturbances. The potential usefulness of the H∞ time-domain identification method is illustrated by a numerical example.
Original language | English |
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Pages (from-to) | 1019-1023 |
Number of pages | 5 |
Journal | IEEE Transactions on Automatic Control |
Volume | 41 |
Issue number | 7 |
DOIs | |
State | Published - 1 Dec 1996 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering