A nearly interpolatory algorithm for H∞identification with mixed time and frequency response data

摘要

A new algorithm is proposed for H∞ identification with mixed time and frequency response data. This algorithm shares similar properties to interpolatory algorithms, and is nearly interpolatory. Meanwhile, it greatly reduces the computational complexity of the interpolatory algorithm. Worst-case identification error bounds are also characterized, and derived for this nearly interpolatory algorithm. A numerical example is used to illustrate the proposed identification algorithm