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Towards Robust Identification of Nonstationary Systems

Abstract

The article proposes a fast, two-stage method for the identification of nonstationary systems. The method uses iterative reweighting to robustify the identification process against the outliers in the measurement noise and against the numerical errors that may occur at the first stage of identification. We also propose an adaptive algorithm to optimize the values of the hyperparameters that are crucial for this new method.

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Details

Category:
Conference activity
Type:
publikacja w wydawnictwie zbiorowym recenzowanym (także w materiałach konferencyjnych)
Language:
English
Publication year:
2023
Bibliographic description:
Gańcza A., Chełkowska M., Kleinschmidt N.: Towards Robust Identification of Nonstationary Systems// / : , 2023,
DOI:
Digital Object Identifier (open in new tab) 10.23919/eusipco58844.2023.10289841
Sources of funding:
  • Statutory activity/subsidy
Verified by:
Gdańsk University of Technology

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