Rational basis functions for robust identification from frequency and time domain measurements

This paper investigates the use of general bases with fixed poles for the purposes of robust estimation. These bases, which generalise the common FIR, Laguerre and two-parameter Kautz ones, are shown to be fundamental in the disc algebra provided a very mild condition on the choice of poles is satisfied. It is also shown that, by using a min-max criterion, these bases lead to robust estimators for which error bounds in different norms can be explicitly quantified.

[1]  Ian Barrodale,et al.  Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4] , 1975, TOMS.

[2]  Munther A. Dahleh,et al.  Controller design for plants with structured uncertainty , 1993, Autom..

[3]  Graham C. Goodwin,et al.  Estimation of model quality , 1994, Autom..

[4]  K. Poolla,et al.  On the time complexity of worst-case system identification , 1994, IEEE Trans. Autom. Control..

[5]  P. V. D. Hof,et al.  A generalized orthonormal basis for linear dynamical systems , 1995, IEEE Trans. Autom. Control..

[6]  Petre Stoica,et al.  Decentralized Control , 2018, The Control Systems Handbook.

[7]  M. Newman,et al.  Interpolation and approximation , 1965 .

[8]  József Bokor,et al.  Approximate H∞ identification using partial sum operators in a disc algebra basis , 1998, IEEE Trans. Autom. Control..

[9]  Terry Lyons,et al.  Bases for Positive Continuous Functions , 1990 .

[10]  Guoxiang Gu,et al.  A class of algorithms for identification in H∞ , 1992, Autom..

[11]  Bo Wahlberg,et al.  Thresholding in high order transfer function estimation , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[12]  J. A. Ward,et al.  Fractional Covers for Convolution Products , 1996 .

[13]  Guy A. Dumont,et al.  On Determination of Laguerre Filter Pole through Step or Impulse Response Data , 1993 .

[14]  J. Cooper,et al.  Theory of Approximation , 1960, Mathematical Gazette.

[15]  Hüseyin Akçay,et al.  Algorithms for robust identification in ℋ∞ with nonuniformly spaced frequency response data , 1997, Math. Control. Signals Syst..

[16]  A. C. den Brinker,et al.  Optimality conditions for a specific class of truncated Kautz series , 1996 .

[17]  L. Ljung,et al.  Subspace-based multivariable system identification from frequency response data , 1996, IEEE Trans. Autom. Control..

[18]  B. Ninness,et al.  A unifying construction of orthonormal bases for system identification , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

[19]  Tomás Oliveira e Silva,et al.  A N-Width Result for the Generalized Orthonormal Basis Function Model , 1996 .

[20]  Jozsef Bokor,et al.  System identification with generalized orthonormal basis functions , 1995, Autom..

[21]  B. Wahlberg System identification using Kautz models , 1994, IEEE Trans. Autom. Control..

[22]  Jonathan R. Partington,et al.  Robust identification in the disc algebra using rational wavelets and orthonormal basis functions , 1996 .

[23]  P. Mäkilä Robust identification and Galois sequences , 1991 .

[24]  B. Wahlberg System identification using Laguerre models , 1991 .

[25]  P.M. Mäkilä,et al.  Worst-case control-relevant identification , 1995, Autom..

[26]  P. Caines Linear Stochastic Systems , 1988 .

[27]  W. Rudin Real and complex analysis , 1968 .

[28]  Jonathan R. Partington Recovery of Functions by Interpolation and Sampling , 1996 .

[29]  J. Partington Robust identification in H , 1992 .

[30]  Sun-Yuan Kung,et al.  A new identification and model reduction algorithm via singular value decomposition , 1978 .

[31]  T. Oliveira e Silva,et al.  On the determination of the optimal pole position of Laguerre filters , 1995, IEEE Trans. Signal Process..

[32]  Jonathan R. Partington,et al.  Interpolation in Normed Spaces from the Values of Linear Functionals , 1994 .

[33]  Guoxiang Gu,et al.  Identification in H∞ with nonuniformly spaced frequency response measurements , 1992, 1992 American Control Conference.

[34]  Jonathan R. Partington,et al.  Robust identification of strongly stabilizable systems , 1992 .

[35]  Stephen P. Boyd,et al.  Set-membership identification of systems with parametric and nonparametric uncertainty , 1992 .

[36]  Carl N. Nett,et al.  Control oriented system identification: a worst-case/deterministic approach in H/sub infinity / , 1991 .

[37]  Zoltán Szabó,et al.  Identification of rational approximate models in H/sup /spl infin// using generalized orthonormal basis , 1999 .

[38]  Jonathan R. Partington,et al.  Complexity of identification of linear systems with rational transfer functions , 1998, Math. Control. Signals Syst..

[39]  J. A. Ward,et al.  Sample complexity of worst-case H ∞ -identification , 1996 .

[40]  J. Partington Robust identification and interpolation in H , 1991 .

[41]  Brett Ninness,et al.  Rational Basis Functions for Robust Identification from Frequency and Time-Domain Measurements , 1998, Autom..

[42]  H. Hjalmarsson,et al.  Generalized Fourier and Toeplitz Results for Rational Orthonormal Bases , 1999 .

[43]  Patrick Dewilde,et al.  Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences , 1981, IEEE Trans. Inf. Theory.

[44]  Tamás Erdélyi,et al.  Sharp extensions of Bernstein's inequality to rational spaces , 1996 .

[45]  John N. Tsitsiklis,et al.  Optimal asymptotic identification under bounded disturbances , 1993, IEEE Trans. Autom. Control..

[46]  Jie Chen,et al.  Worst case system identification in H∞: validation of a priori information, essentially optimal algorithms, and error bounds , 1995, IEEE Trans. Autom. Control..

[47]  Pertti M. Mäkilä,et al.  Laguerre series approximation of infinite dimensional systems , 1990, Autom..

[48]  A. Pinkus n-Widths in Approximation Theory , 1985 .

[49]  Jonathan R. Partington,et al.  Rational wavelet decompositions of transfer functions in hardy-sobolev classes , 1995, Math. Control. Signals Syst..

[50]  G. Williamson,et al.  Selecting Pole Locations for System Identifiers with Fixed Poles , 1994 .

[51]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .