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控制理论与应用 2002
l1 robust identification:a recursive interpolatory algorithm
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Abstract:
This paper proposes an on-line recursive interpolatory algorithm for the l1 robust identification problem. The new idea is to describe the experiment information and apirio information about system and noise by geometric appraoch. Then we can determine whether or not the new experiment data cantains innovations by the containing relation of model set determined by old data and the set formed from new data, meanwhile, the uncertainty of model set is reduced by effectively using the innovations contained in new data. Thus, the identification algorithm proposed can effectively use the experiment data and improves the identification precision. Finally analysis of the proposed recursive algorithm is carried out and a simulation example is presented to demonstrate the effectiveness of the algorithm.