RELATIVE-ERROR H-INFINITY IDENTIFICATION FROM AUTOCORRELATION DATA - A STOCHASTIC-REALIZATION METHOD

被引：1

作者：

WANG, WZ ^{[1
]}

SAFONOV, MG ^{[1
]}

机构：

[1] UNIV SO CALIF,DEPT ELECT ENGN SYST,LOS ANGELES,CA 90089

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1992年 / 37卷 / 07期

关键词：

D O I：

10.1109/9.148357

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A variant on the balanced stochastic truncation (BST) method for approximate 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 new L infinity -norm bound on the relative-error between an exact realization of the data and a BST approximate realization.

引用

页码：1000 / 1004

页数：5

共 15 条

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