著者
Shuichi FUKUNAGA
出版者
The Institute of Electronics, Information and Communication Engineers
雑誌
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences (ISSN:09168508)
巻号頁・発行日
vol.E106.A, no.12, pp.1580-1584, 2023-12-01 (Released:2023-12-01)
参考文献数
14

The robust recursive identification method of ARX models is proposed using the beta divergence. The proposed parameter update law suppresses the effect of outliers using a weight function that is automatically determined by minimizing the beta divergence. A numerical example illustrates the efficacy of the proposed method.