An optimization based robust identification algorithm in the presence of outliers

被引：3
|
作者：
Bai, EW [1 ]
机构：
[1] Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2002年 / 23卷 / 3-4期
关键词：
optimization; LP-type algorithm; system identification;
D O I：
10.1023/A:1016567327455
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, the robust identification problem is formulated in the framework of optimization with few violated constraints and an efficient numerical algorithm is presented with a low complexity. Moreover, it is shown that the proposed method requires minimum a priori information and is convergent in the presence of outliers.
引用
收藏
页码：195 / 211
页数：17
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