Closed-loop Robust Identification Using the Direct Approach

Article type: Research Article

Authors: Pupeikis, Rimantas

Affiliations: Institute of Mathematics and Informatics, Vilnius Gediminas Technical University, Akademijos 4, 2000 Vilnius, Lithuania. E-mail: [email protected]

Abstract: The aim of the given paper is a development of the direct approach used for the estimation of parameters of a closed-loop discrete-time dynamic system in the case of additive noise with outliers contaminated uniformly in it (Fig. 1). To calculate M-estimates of unknown parameters of such a system by means of processing input and noisy output observations (Fig. 2), the recursive robust H-technique based on an ordinary recursive least square (RLS) algorithm is applied here. The results of numerical simulation of closed-loop system (Fig. 3) by computer (Figs. 4–7) are given.

Keywords: adaptive system, closed-loop, direct approach, identification, observations, outliers

DOI: 10.3233/INF-2000-11205

Journal: Informatica, vol. 11, no. 2, pp. 163-178, 2000