Natalia Kleinschmidt - Publications - Bridge of Knowledge

Natalia Kleinschmidt

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Year 2023

Towards Robust Identification of Nonstationary Systems
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- Year 2023
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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