An Optimization Based Robust Identification Algorithm in the Presence of Outliers

Er-Wei Bai

doi:10.1023/A:1016567327455

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An Optimization Based Robust Identification Algorithm in the Presence of Outliers

Journal article

Peer reviewed

An Optimization Based Robust Identification Algorithm in the Presence of Outliers

Er-Wei Bai

Journal of global optimization, Vol.23(3), pp.195-211

08/2002

DOI: 10.1023/A:1016567327455

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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.

LP-type algorithm

Operation Research/Decision Theory

System identification

Computer Science, general

Optimization

Economics / Management Science

Real Functions

Details

Title: Subtitle: An Optimization Based Robust Identification Algorithm in the Presence of Outliers
Creators: Er-Wei Bai - Department of Electrical and Computer Engineering University of Iowa Iowa City IA 52242 USA
Resource Type: Journal article
Publication Details: Journal of global optimization, Vol.23(3), pp.195-211
Publisher: Kluwer Academic Publishers
DOI: 10.1023/A:1016567327455
ISSN: 0925-5001
eISSN: 1573-2916
Language: English
Date published: 08/2002
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984083823702771

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