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On-line H2, H∞, and pointwise uncertainty-bound quantification in identification of restricted-complexity models
Journal article   Peer reviewed

On-line H2, H∞, and pointwise uncertainty-bound quantification in identification of restricted-complexity models

ER-WEI BAI and SUNDAR RAMAN
IMA journal of mathematical control and information, Vol.13(3), pp.299-320
09/1996
DOI: 10.1093/imamci/13.3.299

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Abstract

This paper considers the problem of on-line uncertainty-bound quantification in identification of restricted complexity models. Algorithms are presented which provide hard and tight upper bound on the unknown model uncertainty in H2, H∞, and pointwise sense respectively. The algorithms proposed are very simple, on-line, and recursive. This allows robust control and adaptive identification to be combined.

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