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IMA Journal of Mathematical Control and Information 1996 13(3):299-320; doi:10.1093/imamci/13.3.299
© 1996 by Institute of Mathematics and its Applications
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On-line H2, H{infty}, and pointwise uncertainty-bound quantification in identification of restricted-complexity models

ER-WEI BAI and SUNDAR RAMAN

Department of Electrical and Computer Engineering, University of Iowa Iowa City, IA 52242

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{infty}, 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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