On a Time-Varying Parameter Adaptive Self-Organizing System in the Presence of Large Outliers in Observations

In the previous papers (Pupeikis, 2000; Genov et al., 2006; Atanasov and Pupeikis, 2009), a direct approach for estimating the parameters of a discrete-time linear time-invariant (LTI) dynamic system, acting in a closed-loop in the case of additive noise with contaminating outliers uniformly spread in it, is presented. It is assumed there that the parameters of the LQG (Linear Quadratic Gaussian) controller are unknown, as well as known beforehand, too. The aim of the given paper is development of a minimum variance control (MVC) approach for a closedloop discrete-time linear dynamic system when slowly or suddenly time-varying coefficients of the transfer function of such a system as well as that of a minimum variance (MV) controller are not known and ought to be estimated. The recursive parametric identification of an open-loop system and determination of the coefficients of the MV controller are performed in each current operation by processing observations in the case of additive...

• Type: Journal
• Year: 2010
• Where: INFORMATICALT
• Authors: Rimantas Pupeikis
• Keywords: Discrete-time Linear, Dynamic System, INFORMATICALT 2010, Parameters