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INFORMATICALT
1998

State Estimation of Dynamic Systems in the Presence of Time-Varying Outliers in Observations

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State Estimation of Dynamic Systems in the Presence of Time-Varying Outliers in Observations
Abstract. In the previous papers (Masreliez and Martin, 1977; Novoviˇcova, 1987; Schick and Mitter, 1994) the problem of recursive estimation of linear dynamic systems parameters and of the state of such systems in the presence of outliers in observations have been considered. In this connection various ordinary recursive techniques are worked out, when systems output is corrupted by an additive noise with a time homogeneous contamination of outliers. The aim of the given paper is the development of an approach for robust recursive state estimation of linear dynamic systems in a case of additive noises with time-varying outliers. The recursive technique based on the abovementioned theoretical results is obtained and proved by state estimation of the real chemical process (Box and Jenkins, 1970). The results of numerical simulation by computer (Fig. 1–3) are given. Key words: dynamic system, Kalman filter, robustness, state estimation, optimization.
Rimantas Pupeikis
Added 22 Dec 2010
Updated 22 Dec 2010
Type Journal
Year 1998
Where INFORMATICALT
Authors Rimantas Pupeikis
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