Title :
From frequency response data to state-space models
Author :
Gu, Guoxiang ; Chu, Cheng-Chih ; Khargonekar, Pramod P.
Author_Institution :
Dept. of Electr. & Comput. Eng., Louisiana State Univ., Baton Rouge, LA, USA
Abstract :
This paper considers system identification in the frequency domain where the experimental data is a finite set of noisy frequency response measurement samples. The proposed algorithm consists of a combination of identification in ℋ∞ and a modification of Ho/Kung´s algorithm to produce state-space models. The associated modeling error in ℋ∞ norm is analyzed based on the a priori information on the unknown true system as well as the level of noise. Upper bounds are derived for the worst-case identification errors. The proposed algorithm is applied to a typical lightly damped system as studied in Gu and Khargonekar (1993) that yields impressive simulation results
Keywords :
frequency response; identification; modelling; state-space methods; ℋ∞ identification; Ho/Kung´s algorithm; frequency domain; frequency response data; lightly damped system; modeling error; noisy frequency response measurement samples; state-space models; system identification; unknown true system; upper bounds; worst-case identification errors; Contracts; Finite impulse response filter; Frequency domain analysis; Frequency measurement; Frequency response; Information analysis; Laboratories; Noise level; System identification; Upper bound;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.480269
