出力に異常値を含む線形システムの部分空間同定法  [in Japanese] Subspace Identification of Linear Systems with Observation Outliers  [in Japanese]

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Author(s)

Abstract

In this paper, we consider a subspace identification method for linear stochastic systems subject to observation outliers, where the observation noise contains large values with a low probability. We derive a subspace identification method by combining the orthogonal decomposition-based subspace identification method (ORT-method) and a weighted LQ decomposition. We apply the ORT-method to the input-output data, coupled with the standard LQ decomposition to obtain residuals of the output sequence. By using the median of residuals, outliers are detected by a simple scheme in robust statistics. Based on detected outliers, a weighting matrix is generated automatically, and is incorporated in the weighted LQ decomposition to get an improved estimate of the system matrices. A numerical example is included to show the effectiveness of the proposed method.

Journal

  • Transactions of the Institute of Systems, Control and Information Engineers

    Transactions of the Institute of Systems, Control and Information Engineers 17(2), 89-96, 2004-02-15

    THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)

References:  21

Cited by:  2

Codes

  • NII Article ID (NAID)
    10012269572
  • NII NACSIS-CAT ID (NCID)
    AN1013280X
  • Text Lang
    JPN
  • Article Type
    Journal Article
  • ISSN
    13425668
  • NDL Article ID
    6839559
  • NDL Source Classification
    ZM11(科学技術--科学技術一般--制御工学)
  • NDL Call No.
    Z14-195
  • Data Source
    CJP  CJPref  NDL  J-STAGE 
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