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Robust Frequency Domain ARMA Modelling
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Vrije Universiteit Brussel, Belgium.
2005 (English)Report (Other academic)
Abstract [en]

In this paper a method for the rejection of frequency domain outliers is proposed. The algorithm is based on the work by Huber on M-estimators and the concept of influence function introduced by Hampel. The estimation takes placein the context of frequency domain continuous-time ARMA modelling, but the method can be also be applied to the discrete time case.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2005. , 12 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2694
Keyword [en]
Robust estimation, Outlier rejection, Continuous-time, ARMA, CARMA, Frequency domain, Influence function, M-estimator
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55817ISRN: LiTH-ISY-R-2694OAI: oai:DiVA.org:liu-55817DiVA: diva2:316512
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-07-30Bibliographically approved

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Gillberg, JonasGustafsson, Fredrik

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf