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Recursive estimation algorithm for l1-norm approximation in dynamic systems with nonoptimality levels | IEEE Conference Publication | IEEE Xplore

Recursive estimation algorithm for l1-norm approximation in dynamic systems with nonoptimality levels


Abstract:

State estimation problem for a linear discrete dynamic system is considered. Some components of the state vector can abruptly change under the influence of rare uncontrol...Show More

Abstract:

State estimation problem for a linear discrete dynamic system is considered. Some components of the state vector can abruptly change under the influence of rare uncontrolled input pulses in the right-hand side of equations. In this case, l1-norm approximation (least absolute deviations method) gives better results than the standard l2-norm approximation (least squares method). A recursive estimation algorithm for finding l1-norm approximation in case of large amount of measurements is presented. To make numerical procedure more reliable, a nonoptimality level for current iteration is constructed. An example from inertial navigation verifies the effectiveness of proposed approach.
Date of Conference: 17-19 July 2013
Date Added to IEEE Xplore: 02 December 2013
Electronic ISBN:978-3-033-03962-9
Conference Location: Zurich, Switzerland

References

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