Closed-loop Robust Identification Using the Indirect Approach

In the previous paper (Pupeikis, 2000) the problem of closed-loop robust identification using the direct approach in the presence of outliers in observations have been considered. The aim of the given paper is a development of the indirect approach used for the estimation of parameters of a closed-loop discrete-time dynamic system in the case of additive correlated noise with outliers contaminated uniformly in it. To calculate current M-estimates of unknown parameters of such a system by means of processing input and noisy output observations, obtained from closedloop experiments, the recursive robust technique based on an ordinary recursive least square (RLS) algorithm is applied here. The results of numerical simulation of closed-loop system (Fig. 3) by computer (Figs. 4

• Type: Journal
• Year: 2000
• Where: INFORMATICALT
• Authors: Rimantas Pupeikis
• Keywords: Closed-loop, Closed-loop Robust Identification, Direct Approach, INFORMATICALT 2000