Identification with non-parametric uncertainty

Abstract
An identification technique that is robust to nonparametric uncertainty (i.e. model mismatch) is presented. The identifier produces both a parameter set estimate and a frequency response set estimate. The estimates result from the inclusion of a model of the nonparametric uncertainty in that plant model. The frequency response set estimate is shown to always contain the frequency response of the plant, as long as certain design conditions are met.

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