Convergent on-line identification in H∞ for continuous systems

In this paper, we formulate and-solve two related on-line identification problems for stable linear time-invarient continuous systems. The first problem involves on-line identification of frequency responses of a system at an arbitrary finite set of frequency points from the available input and disturbed output timed data. The second problem involves on-line identification of the system model in H_∞, also from the available input and disturbed output timed data. Concrete convergent on-line algorithms are specified for these two problems. Each of these-algorithms provides on-line not only an estimate of the system but also an explicit upper bound on the worst-case deterministic identification error.