Closed-loop Robust Identification Using the Direct Approach

The aim of the given paper is a development of the direct approach used for the estimation of parameters of a closed-loop discrete-time dynamic system in the case of additive noise with outliers contaminated uniformly in it (Fig. 1). To calculate M -estimates of unknown parameters of such a system by means of processing input and noisy output observations (Fig. 2), the recursive robust H-technique based on an ordinary recursive least square (RLS) algorithm is applied here. The results of numerical simulation of closed-loop system (Fig. 3) by computer (Figs. 4–7) are given.