IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508

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Robust Recursive Identification of ARX models Using Beta Divergence
Shuichi FUKUNAGA
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JOURNAL FREE ACCESS Advance online publication

Article ID: 2023EAL2011

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Abstract

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.

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