• DocumentCode
    1090794
  • Title

    Relative-error H∞ identification from autocorrelation data-a stochastic realization method

  • Author

    Wang, Weizheng ; Safonov, Michael G.

  • Author_Institution
    The Mathworks Inc., Natick, MA, USA
  • Volume
    37
  • Issue
    7
  • fYear
    1992
  • fDate
    7/1/1992 12:00:00 AM
  • Firstpage
    1000
  • Lastpage
    1004
  • Abstract
    A variant of the balanced stochastic truncation (BST) method for approximated realization of power spectrum matrices is shown to form the basis for an identification procedure that is well-suited to the task of determining relative-error-bounded approximate plant models for use in control design from input-output cross correlation data. Central to the theory is a novel L∞-norm bound on the relative-error between an exact realization of the data and BST approximate realization
  • Keywords
    identification; matrix algebra; time series; L∞-norm bound; approximated realization; balanced stochastic truncation; input-output cross correlation data; power spectrum matrices; relative-error H∞ identification; relative-error-bounded approximate plant models; time series; Autocorrelation; Differential equations; Fading; H infinity control; Kalman filters; Recursive estimation; Robust control; Robustness; Stochastic processes; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.148357
  • Filename
    148357
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1090794