Robust recursive estimation for the errors-in-variables nonlinear systems with impulsive noise

具有脉冲噪声的误差变量非线性系统的鲁棒递归估计

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Abstract

The non-Gaussian characteristic of the external disturbance poses a great challenge for system modeling and identification. This paper develops a robust recursive estimation algorithm for the errors-in-variables nonlinear system with the impulsive noise. The algorithm is formulated by minimizing the continuous logarithmic mixed p-norm criterion, and is capable of giving a robust estimation against the impulsive noise through an adjustable weight gain. The nonlinear monomials of the noisy input are estimated by the recursive expressions based on the bias correction. Furthermore, a continuous logarithmic mixed p-norm based robust hierarchical estimation algorithm is derived to reduce the computational loads. The simulation studies demonstrate the feasibility of the proposed algorithms.

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