14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract

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Paper WeB2.1

Gillberg, Jonas (Linköping Univ.), Gustafsson, Fredrik (Linköping Univ.), Pintelon, Rik (Vrije Univ. Brussel)

Robust Frequency Domain ARMA Modelling

Scheduled for presentation during the Regular Session "Identification of Linear Systems I" (WeB2), Wednesday, March 29, 2006, 15:30−15:50, Banquet Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 17, 2018

Keywords Continuous Time System Estimation, Frequency Domain Identification, Maximum Likelihood Methods

Abstract

In this paper a method for the rejection of frequency domain outliers is proposed. The algorithm is based on the work by Huber on M-estimators and the concept of influence function introduced by Hampel. The estimation takes place in the context of frequency domain continuous-time ARMA modelling, but the method can be also be applied to the discrete time case.