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- Title
The Maximum Correntropy Criterion-Based Robust Hierarchical Estimation Algorithm for Linear Parameter-Varying Systems with Non-Gaussian Noise.
- Authors
Li, Qinzhi; Wang, Xuehai
- Abstract
The traditional identification algorithms are generally based on the quadratic criterion functions and perform well under the interference of Gaussian noise. However, their performances become worse when non-Gaussian impulsive noise is encountered in practical situations. By introducing the maximum correntropy criterion and utilizing its robustness against outliers, this paper develops a robust recursive algorithm for the linear parameter-varying system with the non-Gaussian noise. The algorithm is not only simple and easy to implement, but also can resist the negative influence of the non-Gaussian noise. Moreover, a maximum correntropy criterion-based robust hierarchical algorithm is presented to increase the calculative efficiency. Three simulation examples are provided to demonstrate the validity of the proposed algorithms.
- Subjects
LINEAR systems; NOISE; RANDOM noise theory; ALGORITHMS; CARRIER transmission on electric lines; PARAMETER estimation
- Publication
Circuits, Systems & Signal Processing, 2022, Vol 41, Issue 12, p7117
- ISSN
0278-081X
- Publication type
Article
- DOI
10.1007/s00034-022-02116-1