To Err is Normable: The Computation of Frequency-Domain Error Bounds from Time-Domain Data

Abstract

This paper exploits the relationships among the time-domain and frequency-domain system norms to derive information useful for modeling and control design, given only the system step response data. A discussion of system and signal norms is included. The proposed procedures involve only simple numerical operations, such as the discrete approximation of derivatives and integrals, and the calculation of matrix singular values. The resulting frequency-domain and Hankel-operator norm approximations may be used to evaluate the accuracy of a given model, and to determine model corrections to decrease the modeling errors