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...

Full description

Bibliographic Details

Published in:	Automatica (Oxford) Vol. 121; p. 109152
Main Authors:	Lindfors, Martin, Chen, Tianshi
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.11.2020
Subjects:	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 Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!