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                                       Details for article 17 of 30 found articles
 
 
  On-line estimation of dynamic systems parameters in the presence of outliers in observations
 
 
Title: On-line estimation of dynamic systems parameters in the presence of outliers in observations
Author: Pupeikis, Rimantas
Appeared in: Informatica
Paging: Volume 5 (2014) nr. 1-2 pages 189-210
Year: 2014-09-24
Contents: In the previous papers (Novovičova, 1987; Pupeikis 1991) the problem of recursive least square (RLS) estimation of dynamic systems parameters in the presence of outliers in observations has been considered, when the filter, generating an additive noise, has a transfer function of a particular form, see Fig. 1, 2. The aim of the given paper is the development of well-known classical techniques for robust on-line estimation of unknown parameters of linear dynamic systems in the case of additive noises with different transfer functions. In this connection various ordinary recursive procedures, see Fig. 2–6, are worked out when systems' output is corrupted by the correlated noise containing outliers. The results of numerical simulation by IBM PC/AT (Table 1) are given.
Publisher: IOS Press
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 17 of 30 found articles
 
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