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Abstract
The paper proposes to identify the parameters of linear dynamic models based on the original implementation of least absolute deviation estimators. It is known that the object estimation procedures synthesized in the sense of the least sum of absolute prediction errors are particularly resistant to occasional outliers and gaps in the analyzed system data series, while the classical least squares procedure unfortunately becomes of little use for reliably identifying systems in the presence of destructive measurement errors. Bearing in mind that the classic task of minimizing the quality functional of absolute deviations encounters fundamental analytical problems, it is proposed to use a dedicated iterative estimator for off-line evaluation of the parameters of the analyzed process. In addition, a simplified recursive version of the absolute deviation estimation procedure was developed, which allows for practical on-line tracking of the evolution of variable parameters of non-stationary systems. Importantly, a novel refinement of the discussed absolute deviation estimators was proposed to effectively overcome some inconvenient numerical effects. We also present an interesting comparison of the improved (by non-linear modification) iterative absolute-deviation estimator with the classical Gauss-Newton gradient algorithm, which leads to constructive conclusions. Finally, using computer simulations, the operation of the developed iterative and recursive estimators minimizing the absolute deviation is illustrated. The work ends with an indication of directions for further research.
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- Publication version
- Accepted or Published Version
- DOI:
- Digital Object Identifier (open in new tab) 10.1016/j.ymssp.2024.111455
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- Category:
- Articles
- Type:
- artykuły w czasopismach
- Published in:
-
MECHANICAL SYSTEMS AND SIGNAL PROCESSING
no. 216,
ISSN: 0888-3270 - Language:
- English
- Publication year:
- 2024
- Bibliographic description:
- Kozłowski J., Kowalczuk Z.: Smooth least absolute deviation estimators for outlier-proof identification// MECHANICAL SYSTEMS AND SIGNAL PROCESSING -Vol. 216,iss. 111455 (2024), s.1-20
- DOI:
- Digital Object Identifier (open in new tab) 10.1016/j.ymssp.2024.111455
- Sources of funding:
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- IDUB
- Verified by:
- Gdańsk University of Technology
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