Closed-loop Robust Identification Using the Indirect 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: In the previous paper (Pupeikis, 2000) the problem of closed-loop robust identification using the direct approach in the presence of outliers in observations have been considered. The aim of the given paper is a development of the indirect approach used for the estimation of parameters of a closed-loop discrete-time dynamic system in the case of additive correlated noise with outliers contaminated uniformly in it. To calculate current M-estimates of unknown parameters of such a system by means of processing input and noisy output observations, obtained from closed-loop experiments, the recursive robust 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-2000-11307

Journal: Informatica, vol. 11, no. 3, pp. 297-310, 2000