Robust identification of dynamic systems with respect to abnormal value

In this communication one presents an algorithm for the robust identification (in respect to abnormal values) of the parameters of a MIMO system with strong interconnections between inputs and outputs. This recursive algorithm is based on the model of Huber that consists of a decomposition of the noise measurement in two random sequences; the first yields for the zero mean noise of measure and second for the presence of abnormal values in the output signal. An example of simulation is proposed to illustrate the performances of this technique by regard to other existent techniques