Title
Robust identification approach for nonlinear state-space models.
Abstract
The identification of nonlinear state-space model (NSSM) with output observations corrupted by outliers is investigated in this paper. The outlier is commonly encountered in practical industrial processes which should not be ignored in nonlinear processes modeling. The statistical scheme based on the Student’s t-distribution is applied to resist the outlier and the expectation-maximization (EM) algorithm is employed to simultaneously identify the undetermined model and noise parameters. A particle smoother is introduced and used to approximately calculate the desired Q-function. The usefulness of the proposed approach is demonstrated via the numerical and mechanical examples.
Year
DOI
Venue
2019
10.1016/j.neucom.2018.12.017
Neurocomputing
Keywords
Field
DocType
Nonlinear system identification,Robustness,Student’s t-distribution,Particle smoother,Expectation-maximization algorithm
Nonlinear system,Pattern recognition,Outlier,Resist,Artificial intelligence,State space,Mathematics
Journal
Volume
ISSN
Citations 
333
0925-2312
0
PageRank 
References 
Authors
0.34
20
2
Name
Order
Citations
PageRank
Xin Liu124438.07
xianqiang yang25910.79