Identification of errors-in-variables model with observation outliers based on Minimum-Covariance-Determinant

J. Al Mutawa*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

6 Scopus citations

Abstract

In this paper, we develop a subspace system identification algorithm for the errors-in-variables (EIV) model subject to observation noise with outliers. By using the minimum covariance determinant (MCD), we identify and delete the outliers, and then apply the classical EIV subspace system identification algorithms to get state space models. In order to solve the MCD problem for the EIV model we propose a random search algorithm. The proposed algorithm has been applied to a heat exchanger data.

Original languageEnglish
Title of host publicationProceedings of the 2007 American Control Conference, ACC
Pages134-139
Number of pages6
DOIs
StatePublished - 2007

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

Keywords

  • Errors-invariables model
  • Minimum covariance determinant
  • Outliers
  • Random search algorithm
  • Subspace system identification

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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