A family of norms for system identification problems

Abstract

Introduces a family of norms that may prove useful in system identification problems. The important property of the new norm is that for a given sequence, its value in the limit will converge to the supremum over all frequencies of the spectrum of the sequence. Using this property, a procedure is outlined to approximately minimize the weighted /spl Lscr//sub /spl infin// norm of the frequency response estimation error. In addition, a test for checking the whiteness of a given sequence is proposed.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>