## Optimal Asymptotic Identification Under Bounded Disturbances (0)

Venue: | IEEE Trans. Automat. Contr |

Citations: | 14 - 3 self |

### BibTeX

@ARTICLE{Tse_optimalasymptotic,

author = {David N. C. Tse and Munther A. Dahleh and John N. Tsitsiklis},

title = {Optimal Asymptotic Identification Under Bounded Disturbances},

journal = {IEEE Trans. Automat. Contr},

year = {},

volume = {38},

pages = {1176--1190}

}

### Years of Citing Articles

### OpenURL

### Abstract

This paper investigates the intrinsic limitation of worst-case identification of LTI systems using data corrupted by bounded disturbances, when the unknown plant is known to belong to a given model set. This is done by analyzing the optimal worst-case asymptotic error achievable by performing experiments using any bounded inputs and estimating the plant using any identification algorithm. First, it is shown that under some topological conditions on the model set, there is an identification algorithm which is asymptotically optimal for any input. Characterization of the optimal asymptotic error as a function of the inputs is also obtained. These results hold for any error metric and disturbance norm. Second, these general results are applied to three specific identification problems: identification of stable systems in the ` 1 norm, identification of stable rational systems in the H1 norm, and identification of unstable rational systems in the gap metric. For each of these problems, the...