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Article type: Research Article
Authors: Pupeikis, Rimantas
Affiliations: Institute of Mathematics and Informatics, Vilnius Gediminas Technical University, Akademijos 4, 2000 Vilnius, Lithuania. E-mail: pupeikis@ktl.mii.lt
Abstract: In the previous paper (Pupeikis, 2000) the problem of closed-loop robust identification using the direct approach in the presence of outliers in observations have been considered. The aim of the given paper is a development of the indirect approach used for the estimation of parameters of a closed-loop discrete-time dynamic system in the case of additive correlated noise with outliers contaminated uniformly in it. To calculate current M-estimates of unknown parameters of such a system by means of processing input and noisy output observations, obtained from closed-loop experiments, the recursive robust 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.
Keywords: adaptive system, closed-loop, direct approach, identification, observations, outliers
DOI: 10.3233/INF-2000-11307
Journal: Informatica, vol. 11, no. 3, pp. 297-310, 2000
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