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...

Full description

Bibliographic Details

Published in:	Applied mathematical modelling Vol. 133; pp. 310 - 326
Main Authors:	Ji, Xixi, Chen, Jing, Liu, Qiang, Zhu, Quanmin
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 01.09.2024
Subjects:	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 Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!