Toeplitz matrix based sparse error correction in system identification: Outliers and random noises
Toeplitz matrix based sparse error correction in system identification: Outliers and random noises
In this paper, we consider robust system identification under sparse outliers and random noises. In our problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are corrupted with outliers. We reduce this problem of system identification to a sparse error …