Regularized LTI system identification in the presence of outliers: A variational EM approach

Regularized system identification of linear time invariant systems in the presence of outliers is investigated. The finite impulse response (fir) model and the Gaussian scale mixture are chosen to be the system model and the noise model, respectively. Two special cases of the noise model are conside...

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Veröffentlicht in:	Automatica (Oxford) Jg. 121; S. 109152
Hauptverfasser:	Lindfors, Martin, Chen, Tianshi
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Ltd 01.11.2020
Schlagworte:	Kernel-based regularization methods Outliers System identification Variational expectation–maximization Outliers Variational expectation–maximization Kernel-based regularization methods System identification WASP_publications Variational expectation-maximization
ISSN:	0005-1098, 1873-2836, 1873-2836
Online-Zugang:	Volltext
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