@inproceedings{11ead5891f714faf9f68093b1a085ffb,
title = "Identification of ARX system based on shifted asymmetric laplace distribution",
abstract = "The identification of AutoRegressive eXogenous (ARX) model by outliers is addressed in this paper. Shifted(non-centralized) asymmetric Laplace (SAL) distribution and expectation maximization (EM) algorithm are employed to estimate the unknown model parameters. Outliers are common in the signal acquisition process and have a serious impact on data-driven modeling method. In this paper, the probability method is used to solve the problem of outliers. When the noise parameter is regarded as a prior exponential distribution, the model output obeys the SAL distribution which is robust to outliers. The known statistical properties of SAL distribution are applied to calculate the M-step in the EM algorithm and get the iterative parametric formula. The accuracy of the proposed algorithm is verified by a numerical simulation example.",
keywords = "AutoRegressive eXogenous model, Expectation maximization algorithm, Shifted asymmetric Laplace distribution",
author = "Miao Yu and Tianyi Zhang and Xianqiang Yang",
note = "Publisher Copyright: {\textcopyright} 2019 Technical Committee on Control Theory, Chinese Association of Automation.; 38th Chinese Control Conference, CCC 2019 ; Conference date: 27-07-2019 Through 30-07-2019",
year = "2019",
month = jul,
doi = "10.23919/ChiCC.2019.8865996",
language = "英语",
series = "Chinese Control Conference, CCC",
publisher = "IEEE Computer Society",
pages = "1695--1700",
editor = "Minyue Fu and Jian Sun",
booktitle = "Proceedings of the 38th Chinese Control Conference, CCC 2019",
address = "美国",
}