An Optimization Based Robust Identification Algorithm in the Presence of Outliers

Authors:
Er-Wei Bai
Affiliations:
Department of Electrical and Computer Engineering, University of Iowa, Iowa City, IA 52242, USA (E-mail: erwei@icaen.uiowa.edu)
Venue:
Journal of Global Optimization
Year:
2002

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Abstract

In this paper, the robust identification problem is formulated in the framework of optimization with few violated constraints and an efficient numerical algorithm is presented with a low complexity. Moreover, it is shown that the proposed method requires minimum a priori information and is convergent in the presence of outliers.