Abstract
We present some of the ideas behind the theory of worst-case identification of discrete-time systems that are approximately linear and time-invariant. The problem of outliers is discussed, and negative results are presented showing the problems that arise in H ∞ and l 1 identification if the disturbances are power-bounded rather than uniformly bounded. It is possible to give a partial remedy to this situation, and it is shown that certain classes of disturbances, not uniformly small but small in various Orlicz and Lorentz norms, can be filtered out by sufficiently robust techniques.
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© 1999 Springer-Verlag London Limited
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Partington, J.R., Mäkilä, P.M. (1999). Robust identification and the rejection of outliers. In: Garulli, A., Tesi, A. (eds) Robustness in identification and control. Lecture Notes in Control and Information Sciences, vol 245. Springer, London. https://doi.org/10.1007/BFb0109858
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DOI: https://doi.org/10.1007/BFb0109858
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