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
相关论文
共 50 条
  • [11] Robust identification and the rejection of outliers
    Partington, JR
    Mäkilä, PM
    ROBUSTNESS IN IDENTIFICATION AND CONTROL, 1999, 245 : 35 - 46
  • [12] Robust Normality Test in the Presence of Outliers
    Rana, Sohel
    Eshita, Nishat Naila
    Al Mamun, Abu Sayed Md.
    Journal of Physics: Conference Series, 2021, 1863 (01):
  • [13] Robust exogeneity tests in the presence of outliers
    Sapra, Sunil
    ECONOMICS BULLETIN, 2006, 3
  • [14] System Identification in Presence of Outliers
    Yu, Chao
    Wang, Qing-Guo
    Zhang, Dan
    Wang, Lei
    Huang, Jiangshuai
    IEEE TRANSACTIONS ON CYBERNETICS, 2016, 46 (05) : 1202 - 1216
  • [15] ROBUST TESTING FOR STATIONARITY IN THE PRESENCE OF OUTLIERS
    Dagdagan, Jack
    Muma, Michael
    Zoubir, Abdelhak M.
    2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2014,
  • [16] An extension to the natural gradient algorithm for robust Independent Component Analysis in the presence of outliers
    Tufail, Muhammad
    Abe, Masahide
    Kawamata, Masayuki
    IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 2006, E89A (09) : 2429 - 2432
  • [17] A Robust Tracking Fixed-Lag Smoothing Algorithm in the Presence of Correlated outliers
    Grishin, Yury P.
    Janczak, Dariusz
    2008 PROCEEDINGS INTERNATIONAL RADAR SYMPOSIUM, 2008, : 234 - +
  • [18] Robust Data Processing in the Presence of Outliers
    Griszin, Jurij
    PRZEGLAD ELEKTROTECHNICZNY, 2010, 86 (03): : 25 - 27
  • [19] Multivariate Fault Isolation in Presence of Outliers Based on Robust Nonnegative Garrote
    Wang, Jianguo
    Deng, Zhifu
    Yang, Banghua
    Ma, Shiwei
    Fei, Minrui
    Yao, Yuan
    Chen, Tao
    INTELLIGENT COMPUTING, NETWORKED CONTROL, AND THEIR ENGINEERING APPLICATIONS, PT II, 2017, 762 : 373 - 382
  • [20] SUCCESSIVE PROJECTION ALGORITHM ROBUST TO OUTLIERS
    Gillis, Nicolas
    2019 IEEE 8TH INTERNATIONAL WORKSHOP ON COMPUTATIONAL ADVANCES IN MULTI-SENSOR ADAPTIVE PROCESSING (CAMSAP 2019), 2019, : 331 - 335
12345