Adaptive accelerated proximal gradient algorithm for auto-regressive exogenous models with outliers

This study introduces an enhanced recursive least-squares algorithm that applies the adaptive accelerated proximal gradient method to identify Auto-Regressive Exogenous models with output outliers. First, the outlier problem was converted into a robust principal component analysis problem. The adapt...

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Veröffentlicht in:	Applied mathematical modelling Jg. 133; S. 310 - 326
Hauptverfasser:	Ji, Xixi, Chen, Jing, Liu, Qiang, Zhu, Quanmin
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Inc 01.09.2024
Schlagworte:	Adaptive accelerated proximal gradient Convergence properties Outputs with outliers Recursive identification State of charge Unbiased parameter estimate Adaptive accelerated proximal gradient Recursive identification Unbiased parameter estimate State of charge Outputs with outliers Convergence properties
ISSN:	0307-904X
Online-Zugang:	Volltext
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