Title :
A robust limited memory recursive filter
Author :
Grishin, Yuri P.
Author_Institution :
Dept. of Electr. Eng., Tech. Univ. Bialystok, Poland
Abstract :
New robust limited memory recursive filter have been developed for situations when input observations contain outliers. The model of the outliers is supposed to be described by the Gaussian-Markov sequences. On the basis of this model an optimal procedure of outliers rejection is obtained. The results of a numerical simulation are presented.
Keywords :
Gaussian processes; Markov processes; filtering theory; identification; recursive filters; Gaussian-Markov sequences; outliers rejection; robust limited memory recursive filter;
Conference_Titel :
Control '96, UKACC International Conference on (Conf. Publ. No. 427)
Print_ISBN :
0-85296-668-7
DOI :
10.1049/cp:19960704
