Robust Recursive Identification of ARX models Using Beta Divergence

نویسندگان

چکیده

The robust recursive identification method of ARX models is proposed using the beta divergence. parameter update law suppresses effect outliers a weight function that automatically determined by minimizing A numerical example illustrates efficacy method.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Study on Identification of Nonlinear Systems Using Quasi-ARX Models

System identification can be used to construct a model to represent a given system, and it plays an important role in system analysis, control and prediction. From the view of application, conventional nonlinear black-box models are not good since an easy-to-use model is to interpret properties of the nonlinear process, rather than treated as vehicles for adjusting the fit to the data. Therefor...

متن کامل

System Identification of Inventory System Using ARX and ARMAX Models

This paper presents a mathematical model of an inventory system from the warehouse of goods Distribution Company using system identification approach. Considering items ordered from suppliers and items shipped to customers, as the inputs of the system and the stock level as the output system. In this paper, ARX model and ARMAX model are outlined and compared. The performances of each type of mo...

متن کامل

Hierarchical Bayesian ARX models for robust inference

Gaussian innovations are the typical choice in most ARX models but using other distributions such as the Student’s t could be useful. We demonstrate that this choice of distribution for the innovations provides an increased robustness to data anomalies, such as outliers and missing observations. We consider these models in a Bayesian setting and perform inference using numerical procedures base...

متن کامل

Identification of Switched MIMO ARX models

The paper deals with the identification of a MIMO Switched ARX model from its input-output data. The model is assumed to have an unknown number of submodels of unknown and possibly different orders. This is a challenging problem because of the strong coupling between the unknown discrete state and the unknown model parameters. In our work, we adopt a polynomial decoupling representation for han...

متن کامل

Robust Blind Source Separation by Beta Divergence

Blind source separation is aimed at recovering original independent signals when their linear mixtures are observed. Various methods for estimating a recovering matrix have been proposed and applied to data in many fields, such as biological signal processing, communication engineering, and financial market data analysis. One problem these methods have is that they are often too sensitive to ou...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

سال: 2023

ISSN: ['1745-1337', '0916-8508']

DOI: https://doi.org/10.1587/transfun.2023eal2011