Worst-case asymptotic properties of linear algorithms forH_∞ identification

摘要

This paper considers asymptotic properties for linear algorithmsin H_∞ identification. The divergence of linearalgorithms is characterized for H_∞ identification inboth time and frequency domain. The sample complexity issue is alsoinvestigated. The results of this paper complement the existing resultsfor linear algorithms in H_∞ identification