A modified Riccati approach to analytic interpolation with applications to system identification and robust control

被引：0
作者：
Cui, Yufang [1 ]
Lindquist, Anders [1 ]
机构：
[1] Shanghai Jiao Tong Univ, Shanghai, Peoples R China
来源：
PROCEEDINGS OF THE 2019 31ST CHINESE CONTROL AND DECISION CONFERENCE (CCDC 2019) | 2019年
关键词：
Analytic interpolation; derivative constraints; continuation method; system identification; robust control; NEVANLINNA-PICK INTERPOLATION; COVARIANCE EXTENSION; SPECTRAL ESTIMATION; REALIZATION;
D O I：
10.1109/ccdc.2019.8833365
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper provides a new method to solve analytic interpolation problems with rationality and derivative constraints, occurring in many applications to system and control. It is based on the covariance extension equation previously proposed by Byrnes and Lindquist in a different context. A complete solution for the scalar problem is provided, and a homotopy continuation method is presented and applied to some problems in modeling and robust control. Some numerical examples illustrate robustness and efficiency of the proposed procedure.
引用
收藏
页码：677 / 684
页数：8
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