Laplace Distribution Based Online Identification of Linear Systems With Robust Recursive Expectation–Maximization Algorithm

The robust online identification problem of linear systems is considered in this article using a faster robust recursive expectation–maximization (RREM) framework. To improve the convergence rate, the outliers, which would deteriorate the identified models, are accommodated with a Laplace distributi...

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Veröffentlicht in:	IEEE transactions on industrial informatics Jg. 19; H. 8; S. 9028 - 9036
Hauptverfasser:	Chen, Xin, Zhao, Shunyi, Liu, Fei, Tao, Chongben
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Piscataway The Institute of Electrical and Electronics Engineers, Inc. (IEEE) 01.08.2023
Schlagworte:	Algorithms Autoregressive models Linear systems Maximization Optimization Parameters Recursive functions Regression coefficients Robustness
ISSN:	1551-3203, 1941-0050
Online-Zugang:	Volltext
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