A CLASS OF ALGORITHMS FOR IDENTIFICATION IN H-INFINITY - CONTINUOUS-TIME CASE

In this note, the problem of system identification in H(infinity) for the continuous-time case is investigated. it is shown that the class of systems with a lower bound on the relative stability, an upper bound on the steady state gain, and an upper bound on the roll-off rate is admissible. This allows one to develop a class of robustly convergent nonlinear algorithms. The algorithms in this class have a two-stage structure, and are characterized by the use of window functions. Explicit worst-case error bounds in H(infinity) norm between the identified model and the unknown system are given for a particular algorithm. Finally, an example is provided to illustrate the application of the results obtained.