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An Optimization Based Robust Identification Algorithm in the Presence of Outliers

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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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Authors and Affiliations

  1. Department of Electrical and Computer Engineering, University of Iowa, Iowa City, IA, 52242, USA

    Er-Wei Bai

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  1. Er-Wei Bai
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Bai, EW. An Optimization Based Robust Identification Algorithm in the Presence of Outliers. Journal of Global Optimization 23, 195–211 (2002). https://doi.org/10.1023/A:1016567327455

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