ALGORITHMS FOR ROBUST IDENTIFICATION IN H-INFINITY WITH NONUNIFORMLY SPACED FREQUENCY-RESPONSE DATA

In this paper, first a two-stage robustly convergent identification al gorithm in H-infinity for nonuniformly spaced data is proposed. The wo rst-case error of the algorithm converges to zero faster than polynomi al rates in the noise-free case when the identified system is an expon entially stable discrete-time system. The algorithm is characterized b y a rational interpolation step with fixed poles at zero and infinity. Next, a minimax algorithm with better convergence properties is intro duced. Sensitivity of the algorithms to small variations in the freque ncy values is also studied.