A robust recursive method for parameter estimation of linear continuous-time systems using Laguerre polynomials

A robust recursive method for parameter estimation of linear time invariant continuous systems is proposed The method uses Laguerre polynomials and is robust in the presence of outliers. The algorithm lias been derived using the Huber's min-max approach. The main emphasis of the paper is on the algo rithm developed to estimate the coefficient of Laguerre series expansions o f the process signal, when the measurement contains outliers. The method is extended to the particular case of parameter estimation of a lumped system by making use of the operational properties of Laguerre polynomials. The r esults of both the proposed robust method and the non-robust ordinary least square estimation ave given. The convergence analysis of the proposed algo rithm is also given.