DocumentCode
232072
Title
Recursive parameter estimation with bounded noises in the presence of missing outputs and outliers
Author
Wen Xie ; Yuanqing Xia
Author_Institution
Key Lab. of Intell. Control & Decision of Complex Syst., Beijing Inst. of Technol., Beijing, China
fYear
2014
fDate
28-30 July 2014
Firstpage
5167
Lastpage
5172
Abstract
In this paper, the problem of parameter estimation is investigated for a class of discrete-time linear systems with missing outputs and outliers. It is assumed that the unknown parameters are constant and the evolution of the systems is subject to some unknown but bounded noises. To solve such a problem, a recursive algorithm based on set membership identification is proposed and employed. Besides, the data validation is processed and outliers are set aside. The effectiveness of the algorithm is verified by performing some numerical simulations.
Keywords
discrete time systems; linear systems; recursive estimation; set theory; bounded noise; data validation; discrete-time linear system; recursive algorithm; recursive parameter estimation; set membership identification; Ellipsoids; Linear systems; Noise; Noise measurement; Numerical simulation; Parameter estimation; Vectors; Parameter estimation; bounded noise; missing output; outlier; set membership identification;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2014 33rd Chinese
Conference_Location
Nanjing
Type
conf
DOI
10.1109/ChiCC.2014.6895820
Filename
6895820
Link To Document