An Optimization Based Robust Identification Algorithm in the Presence of Outliers |
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| Authors: | Er-Wei Bai |
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| Institution: | (1) Department of Electrical and Computer Engineering, University of Iowa, Iowa City, IA 52242, USA |
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| Abstract: | In this paper, the robust identification problem is formulated in the framework of optimization with few violated constraints and an efficient numerical algorithm is presented with a low complexity. Moreover, it is shown that the proposed method requires minimum a priori information and is convergent in the presence of outliers. |
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| Keywords: | Optimization LP-type algorithm System identification |
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