Analysis of a nonsmooth optimization approach to robust estimation

• Published in: Automatica (Oxford) Vol. 66; pp. 132 - 145
• Main Authors: Bako, Laurent, Ohlsson, Henrik
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.04.2016; Elsevier
• Subjects: Automatic; Combinatorial analysis; Engineering Sciences; Error analysis; Hybrid systems; Mathematical analysis; Nonsmooth optimization; Optimization; Outliers; Permissible error; Robust estimation; State estimation; System identification; Vectors (mathematics); Outliers; Robust estimation; Nonsmooth optimization; System identification; outliers; system identification; nonsmooth optimization; robust estimation
• ISSN: 0005-1098; 1873-2836; 1873-2836
• DOI: 10.1016/j.automatica.2015.12.024

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitrarily large errors. This is a fundamental problem in many estimation-related applications such as fault detection, state estimation in lossy networks, hybrid system identi...