Regularised estimation for ARMAX process with measurements subject to outliers

• Main Authors: Yin, Le, Liu, Shuo, Gao, Hui
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2018
• Subjects: ARMAX Process; Regularised Estimation
• Online Access: https://hdl.handle.net/10356/87744; http://hdl.handle.net/10220/45472
• Institution: Nanyang Technological University

ARMAX models are widely used in control engineering for both system description and control design. They can accurately describe a large class of real processes with relatively low complexity, but do not take into account observation errors, which can be particularly important in applications like f...