Parameter Estimation in Input Matrix under Frequency Domain Constraints

Abstract

This note addresses the parameter estimation problem in the input matrices for Linear Time-Invariant (LTI) systems under a priori given frequency domain constraints. The constraints are incorporated into the weighted least square method with help of Generalized KYP (GKYP) lemma, the proposed method is thus formulated in terms of Linear Matrix Inequalities (LMIs). A practical example, i.e. the linearized lateral-directional motion model of an airplane, is included to demonstrate the effectiveness of our method.