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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Bibliographic Details

Published in:	IEEE transactions on industrial informatics Vol. 19; no. 8; pp. 9028 - 9036
Main Authors:	Chen, Xin, Zhao, Shunyi, Liu, Fei, Tao, Chongben
Format:	Journal Article
Language:	English
Published:	Piscataway The Institute of Electrical and Electronics Engineers, Inc. (IEEE) 01.08.2023
Subjects:	Algorithms Autoregressive models Linear systems Maximization Optimization Parameters Recursive functions Regression coefficients Robustness
ISSN:	1551-3203, 1941-0050
Online Access:	Get full text
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