Title
Robust identification of Wiener time-delay system with expectation-maximization algorithm.
Abstract
This paper considers the parameter estimation for Wiener time-delay systems with the output data contaminated with outliers. The time-delay and corrupted output data bring great challenges to the parameter estimation problem. The statistical model of the estimation problem is constructed based on the Laplace distribution and the identification problem is formulated in the scheme of the expectation-maximization (EM) algorithm. The negative effect of outliers imposed on the parameter estimation problem is sufficiently suppressed and the unknown time-delay and model parameters can be estimated simultaneously. The simulation example is given to demonstrate the effectiveness of the proposed algorithm.
Year
DOI
Venue
2017
10.1016/j.jfranklin.2017.05.023
Journal of the Franklin Institute
Field
DocType
Volume
Mathematical optimization,Laplace distribution,Expectation–maximization algorithm,Outlier,Statistical model,Estimation theory,Mathematics,Parameter identification problem
Journal
354
Issue
ISSN
Citations 
13
0016-0032
2
PageRank 
References 
Authors
0.37
15
4
Name
Order
Citations
PageRank
xianqiang yang15910.79
Weili Xiong2285.92
Junxia Ma3839.39
Zeyuan Wang420.37