Robust identification method for LPV ARX systems and its application to a mechanical unit

Abstract

This paper introduces a robust identification solution for the linear parameter varying Autoregressive Exogenous systems with outlier-contaminated outputs. The Laplace distribution with heavy tails and the expectation maximization algorithm are combined to build the robust system identification framework. To overcome the obstacles brought by the outliers, the Laplace distribution which can be decomposed into infinite Gaussian components, is applied to mathematically model the system noise. The problem of parameter estimation is solved using the expectation maximization algorithm, and the equations to infer the system model and noise parameters are simultaneously provided in the developed identification method. Finally, the verification tests performed on a numerical example and a mechanical unit are used to prove the validity of the developed identification method.