A convex optimization algorithm for frequency-domain identification in the v-gap metric

Summary This paper proposes a convex optimization algorithm to minimize the v-gap metric for parameter estimation of a SISO system using frequency-domain measurements. According to a geometrical interpretation for this metric, its evaluation for two SISO linear systems is the supreme of sine values of the apertures between their normalized right graph symbols. As a result, the minimization of the v-gap metric becomes that of the maximum of sine values of those apertures at sampling frequencies and can be efficiently solved by a sequence of feasibility problems with a decreasing line search. Compared with the related algorithms, the proposed one has global convergence and much lower computational loads. Finally, a numerical simulation shows the effectiveness of the proposed algorithm. Copyright © 2014 John Wiley & Sons, Ltd.