An H∞ indentification algorithm and its use in adaptive control

It is well known that the least-squares or extended least-squares identification algorithms can be derived directly from Kalman filter results. That is, the identification of a linear system, represented in polynomial system form, can be accomplished by use of a Kalman filtering algorithm. The objective of the paper is to show the H_∞ filter algorithm can also be used for such a purpose. The advantage of the approach is illustrated by use of examples. The application of the technique in self-tuning control systems offers additional response and robustness properties which can be varied depending on the scalar γ