The authors propose, for the first time in system theory, a robust version of the well-known system identification problem. The problem, which they call the simultaneous identification problem, arises in trying to identify the parameters of a time-varying system. In the past, an identifier for a time-varying system was constructed by an immediate generalization of the ideas pertaining to a time invariant system. Unless the time variation of the plant is assumed to be slow, such an identification scheme would result in poor performance. As an alternative, a randomized algorithm is presented, and its convergence is investigated.
|Number of pages||2|
|Journal||Proceedings of the IEEE Conference on Decision and Control|
|State||Published - 1988|
|Event||Proceedings of the 27th IEEE Conference on Decision and Control - Austin, TX, USA|
Duration: Dec 7 1988 → Dec 9 1988