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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.
2006 (English)In: Proceedings of the 14th IFAC Symposium on System Identification, 2006, 380-385 p.Conference paper, Published paper (Refereed)
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
2006. 380-385 p.
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-88982DOI: 10.3182/20060329-3-AU-2901.00056ISBN: 978-3-902661-02-9 (print)OAI: oai:DiVA.org:liu-88982DiVA: diva2:607474
Conference
14th IFAC Symposium on System Identification, Newcastle, Australia, March, 2006
Available from: 2013-02-23 Created: 2013-02-19 Last updated: 2013-08-30

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Gillberg, JonasGustafsson, Fredrik

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