Analysis of a nonsmooth optimization approach to robust estimation

DOI10.1016/j.automatica.2015.12.024zbMath1335.93129arXiv1402.1899OpenAlexW2281174833MaRDI QIDQ254560

Laurent Bako, Henrik Ohlsson

Publication date: 8 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.1899

zbMATH Keywords

outliersnonsmooth optimizationsystem identificationrobust estimation

Mathematics Subject Classification ID

Convex programming (90C25) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (4)

Global optimization for low-dimensional switching linear regression and bounded-error estimation ⋮ On sparsity‐inducing methods in system identification and state estimation ⋮ Robustness analysis of a maximum correntropy framework for linear regression ⋮ Adaptive identification of linear systems subject to Gross errors

Uses Software

• CVX
• robustbase

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