Identification with nonparametric uncertainty

The authors present an identification technique that is robust to nonparametric uncertainty (i.e., model mismatch). The identifier produces both a parameter set estimate and a frequency response set estimate. The estimates result from the inclusion of a model of the nonparametric uncertainty in the plant model. The frequency response set estimate is shown to always contain the frequency response of the plant as long as certain modeling conditions are met. This type of identifier would be useful in applications such as control where a property such as stability or performance level must be achieved in the face of low-order modeling and its associated nonparametric uncertainty.<<ETX>>

[1]  Karl Johan Åström Analysis of Rohrs counterexamples to adaptive control , 1983 .

[2]  G. Goodwin,et al.  Quantification of Uncertainty in Estimation using an Embedding Principle , 1989 .

[3]  Stephen P. Boyd,et al.  Identification of Systems with Parametric and Nonparametric Uncertainty , 1990, 1990 American Control Conference.

[4]  Y. F. Huang,et al.  On the value of information in system identification - Bounded noise case , 1982, Autom..

[5]  Yih-Fang Huang,et al.  A recursive estimation algorithm using selective updating for spectral analysis and adaptive signal processing , 1986, IEEE Trans. Acoust. Speech Signal Process..

[6]  Lennart Ljung,et al.  On Estimation of Transfer Function Error Bounds , 1991 .

[7]  E. Fogel System identification via membership set constraints with energy constrained noise , 1979 .

[8]  R. Kosut Adaptive control via parameter set estimation , 1988 .

[9]  R. Younce,et al.  Identification with non-parametric uncertainty , 1990, IEEE International Symposium on Circuits and Systems.

[10]  R. Bitmead,et al.  Adaptive frequency sampling filters , 1980, 1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.

[11]  John J. Shynk,et al.  Adaptive IIR filtering using parallel-form realizations , 1989, IEEE Trans. Acoust. Speech Signal Process..

[12]  L. Valavani,et al.  A Frequency-Domain Estimator for Use in Adaptive Control Systems , 1987 .

[13]  A. Helmicki,et al.  Identification in H∞: a robustly convergent, nonlinear algorithm , 1990, 1990 American Control Conference.

[14]  Richard O. LaMaire Robust time and frequency domain estimation methods in adaptive control , 1987 .

[15]  Stephen P. Boyd,et al.  Parameter set estimation of systems with uncertain nonparametric dynamics and disturbances , 1990, 29th IEEE Conference on Decision and Control.

[16]  Graham C. Goodwin,et al.  Quantification of Uncertainty in Estimation using an Embedding Principle , 1989, 1989 American Control Conference.

[17]  G. Goodwin,et al.  Quantification of Uncertainty in Estimation , 1990 .

[18]  Pramod P. Khargonekar,et al.  Parameter identification in the presence of non-parametric dynamic uncertainty , 1990, Autom..

[19]  G. Goodwin,et al.  A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models , 1989 .

[20]  Michael Athans,et al.  Robustness of continuous-time adaptive control algorithms in the presence of unmodeled dynamics , 1985 .