Identification of errors-in-variables model with observation outliers based on Minimum-Covariance-Determinant
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 identifica...
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| Format: | article |
| Published: |
2007
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/14012/1/14012_1.pdf https://eprints.kfupm.edu.sa/id/eprint/14012/2/14012_2.doc |
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