Least squares method of estimation and removing of outliers

1 visualizzazione (ultimi 30 giorni)
Verisign
Verisign il 14 Nov 2015
Risposto: Ajay Goyal il 6 Gen 2016
Hello everyone! I have i=1...1000 samples and the system is described by y(i)=a1*y(i-1)+a2*y(i-2)+b*u(i-1) where u is our input and y is output .How can i apply the least square method for estimate a1,a2,b and remove the outliers before? Thank you for your help

Accedi per rispondere a questa domanda.

Risposte (1)

Ajay Goyal
Ajay Goyal il 6 Gen 2016
Solve inverse of the problem and use stepwise linear regression (stepwiselm) or simply least square method (regress). Then generated equation can be inverted

Categorie

Scopri di più su Linear Regression in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by