A FAMILY OF NORMS FOR SYSTEM-IDENTIFICATION PROBLEMS

被引：7
|
作者：
MASSOUMNIA, MA [1 ]
KOSUT, RL [1 ]
机构：
[1] INTEGRATED SYST INC,SANTA CLARA,CA
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1994年 / 39卷 / 05期
关键词：
D O I：
10.1109/9.284887
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this correspondence, we introduce a family of norms that may prove useful in system identification problems. The important property of the new norm is that for a given sequence, its value in the limit will converge to the supremum over all frequencies of the spectrum of the sequence. Using this property, a procedure is outlined to approximately minimize the weighted L(infinity) norm of the frequency response estimation error. In addition, a test for checking the Whiteness of a given sequence is proposed.
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页码：1027 / 1031
页数：5
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