Regularised estimation for ARMAX process with measurements subject to outliers - Yin, Le; Liu, Shuo; Gao, Hui (IET control theory & applications, 2018)
Keywords: ARMAX process output; autoregressive moving average processes; auto‐regressive‐moving‐average with exogenous input models; closed‐form solution; control design; control engineering; control system synthesis; Huber M‐estimation approach; iterative algorithms; iterative methods; least mean squares methods; least‐squares estimate; least‐squares optimisation problem; moving horizon estimator; multiple data entries; multiple time instants; optimisation; regularised estimation; Research Article; system description; least mean squares methods; iterative methods; regularised estimation; moving horizon estimator; autoregressive moving average processes; multiple data entries; least-squares optimisation problem; auto-regressive-moving-average with exogenous input models; control system synthesis; closed-form solution; ARMAX process output; optimisation; system description; multiple time instants; Huber M-estimation approach; control design; least-squares estimate; control engineering; iterative algorithms