Robust identification of linear ARX models with recursive EM algorithm based on Student’s t-distribution
Xin Chen, Shunyi Zhao, Fei Liu
Topics & Concepts
OutlierAutoregressive modelExpectation–maximization algorithmContinuous stirred-tank reactorStudent's t-distributionSystem identificationVariance (accounting)Identification (biology)AlgorithmMaximizationMathematicsMathematical optimizationComputer scienceApplied mathematicsMaximum likelihoodStatisticsData modelingVolatility (finance)Chemical engineeringDatabaseBotanyAutoregressive conditional heteroskedasticityEconometricsBusinessAccountingBiologyEngineeringControl Systems and IdentificationFault Detection and Control SystemsProbabilistic and Robust Engineering Design