A ROBUST APPROACH FOR IDENTIFICATION OF LINEAR LUMPED SYSTEMS USING HERMITE-POLYNOMIALS

A robust recursive method for parameter estimation of linear lumped sy stems via Hermite polynomials has been derived. The main emphasis is o n the algorithm developed to estimate the coefficients of the Hermite series expansion of the process input-output signals using Huber's min -max principle, when the measurements are corrupted with contaminated normal noise. The properly chosen performance criterion ensures immuni ty to the occurrence of outliers in the data. The robust estimate of t he system parameters is obtained by the use of the robust estimate of the expansion coefficients. A numerical example is presented to illust rate the algorithm.