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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Vydané v:	Applied mathematical modelling Ročník 133; s. 310 - 326
Hlavní autori:	Ji, Xixi, Chen, Jing, Liu, Qiang, Zhu, Quanmin
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Inc 01.09.2024
Predmet:	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
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