Regular Section
Robust Recursive Identification of ARX Models Using Beta Divergence
2023 年 E106.A 巻 12 号 p. 1580-1584
詳細
2023 年 E106.A 巻 12 号 p. 1580-1584
The robust recursive identification method of ARX models is proposed using the beta divergence. The proposed parameter update law suppresses the effect of outliers using a weight function that is automatically determined by minimizing the beta divergence. A numerical example illustrates the efficacy of the proposed method.
