Weight least squares algorithm for rational models with outliers
From MaRDI portal
Summary: A weight least squares algorithm is developed for rational models with outliers in this paper. Different weights are assigned for each cost function, and by calculating the derivatives of these cost functions, the parameter estimates can be estimated. Compared with the traditional least squares algorithm, the proposed algorithm can remove the bad effect caused by the outliers, thus has more accurate parameter estimates. A simulation example is proposed to validate the effectiveness of the proposed algorithm.
Recommendations
- scientific article; zbMATH DE number 1203358
- An implicit least squares algorithm for nonlinear rational model parameter estimation
- Iteratively reweighted total least squares for PEIV model
- Rational model identification using an extended least-squares algorithm
- A random least-trimmed-squares identification algorithm
Cites work
- A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- An implicit least squares algorithm for nonlinear rational model parameter estimation
- Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule
- Control of complex nonlinear dynamic rational systems
- Errors-in-variables identification using maximum likelihood estimation in the frequency domain
- Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique
- Hammerstein Systems Identification in Presence of Hard Nonlinearities of Preload and Dead-Zone Type
- Highly efficient parameter estimation algorithms for Hammerstein non‐linear systems
- Homeomorphism mapping based neural networks for finite time constraint control of a class of nonaffine pure-feedback nonlinear systems
- Identification of linear systems with hard input nonlinearities of known structure
- Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
- Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
- Outliers Detection in Multivariate Time Series by Independent Component Analysis
- Particle swarm optimization iterative identification algorithm and gradient iterative identification algorithm for Wiener systems with colored noise
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- State space model identification of multirate processes with time-delay using the expectation maximization
- The filtering based parameter identification for bilinear-in-parameter systems
- The innovation algorithms for multivariable state-space models
This page was built for publication: Weight least squares algorithm for rational models with outliers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2179148)
