Multi-Sensor Recursive EM Algorithm for Robust Identification of ARX Models

A robust multi-sensor recursive Expectation-Maximization (RMSREM) algorithm is proposed in this paper for autoregressive eXogenous (ARX) models, addressing the challenges of heavy-tailed noise, as well as the difficulty in simultaneously processing multi-sensor information. First, for the potential...

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Bibliographic Details
Published in:	Sensors (Basel, Switzerland) Vol. 25; no. 22; p. 7060
Main Authors:	Chen, Xin, Li, Jiale
Format:	Journal Article
Language:	English
Published:	Switzerland MDPI AG 19.11.2025
Subjects:	Accuracy Algorithms Analysis ARX model Engineering Identification multi-sensor data fusion Normal distribution Parameter estimation recursive EM algorithm robust system identification Sensors student’s t-distribution United Kingdom multi-sensor data fusion robust system identification ARX model recursive EM algorithm student’s t-distribution
ISSN:	1424-8220, 1424-8220
Online Access:	Get full text
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