𝔖 Bobbio Scriptorium
✦   LIBER   ✦

H∞ identification and model structure selection

✍ Scribed by L. Giarrè; M. Milanese

Book ID
102659850
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
542 KB
Volume
6
Category
Article
ISSN
1049-8923

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✦ Synopsis

The advantages of a mixed parametric and non-parametric approach, over the non-parametric one, have been investigated in H, set membership identification setting. The problem of evaluating the minimal worst case identification error, called radius of information, is solved. In particular, it is shown that the radius of information represents a measure of the 'predictive ability' of the considered class of models, and it is used to compare the 'goodness' of different classes of models and to choose the model order. Some numerical examples, showing the interest of the proposed test, are reported.

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