IEEE Transactions on Automatic Control, Vol.49, No.10, 1683-1692, 2004
Convex necessary and sufficient conditions for frequency domain model (in)validation under SLTV structured uncertainty
This paper deals with the problem of model (in)validation of discrete time, causal, linear time-invariant (LTI) stable models subject to slowly linear time-varying structured uncertainty, using frequency domain data corrupted by additive noise. It is well known that in the case of structured LTI uncertainty the problem is NP hard in the number of uncertainty blocks. The main contribution of this paper shows that, on the other hand, if one considers arbitrarily slowly time varying uncertainty and noise in L-2, then tractable, convex necessary and sufficient conditions for (in)validation can be obtained. Additional results include a discussion of the case where the noise is characterized in terms of the L-infinity norm.
Keywords:frequency domain model (in)validation;linear matrix inequalities;structured slowly linear time-varying (SLTV) uncertainty