A QQ-Plot and its Application to Adaptive Recursive System Parameter Estimation
Nasar Aldian Ambark Shashoa
1
, Sulaiman Khalifa Yakhlef
1
, Adel Saad Emhemmed
2
, Mahmoud. Elfandi
2
1
Azzaytuna University, Faculty of Engineering, Electrical and Electronics Department, Tarhuna, Libya
2
University of Tripoli, Faculty of Engineering, Electrical and Electronics Department, Tripoli, Libya
Email: dr.naser.elec@gmail.com
ABSTRACT
Because of the presence of sporadic high-intensity
measurement noise (outliers),an adaptive algorithm for
the robust estimation of parameters of linear dynamic
discrete-time systems is proposed in this paper. first,
the sorted data versus the normal quantiles is plotted,
called QQ-plot. next the ε-contaminated normal
distribution of noise is adopted. Then, a data
classification procedure based on the QQ-plot
approachcombined with the robustified data
winsorization technique, is developed, the estimation
of the unknown noise statistical parameters is solved.
Moreover, an iterative procedure for estimating the
contamination degree
, which originated from an ML
classification, is also proposed. Thus, an ε-
contaminated noise distribution is estimated and, the
suboptimal maximum likelihood criterion is defined,
and the system-parameter estimation problem is solved
robustly, using the proposed recursive robust parameter
estimation scheme.
KEYWORDS
QQ-plot; outliers; adaptive algorithm; parameter
estimation; robustness.
1 INTRODUCTION
Automatic control is a vast technological area
whose central aim is to develop control strategies
that improve performance when they are applied
to a system or a process. The results reported thus
far on control design techniques are significant
from both a theoretical and a practical perspective.
From the theoretical perspective, these results are
presented in great depth, covering a wide variety
of modern control problems, such as optimal and
stochastic control, adaptive and robust control,
Kaman filtering, and system identification. From
the practical point of view, these results have been
successfully implemented in numerous practical
systems and processes, for example, in controlling
temperature, pressure, and fluid level [1]. Modern
industry requirements are continually increasing
and, apart from advanced process control
techniques, system availability, reliability and
safety are becoming attributes of primary
importance. It is therefore there are a growing
number of papers which address fault detection
techniques. Model-based approaches to fault
detection in dynamic systems have been received
much attention over the last decades, both in
research context and in the domain of application
studies on real plants. The aim of model-based
fault diagnosis is to generate information about
faults which have occurred in target systems using
actual measurements. The model-based method is
referred to as an analytical redundancy, which is
low-cost compared to hardware redundancy in
some safety-critical applications, provided that a
model can precisely simulate the behavior of a real
system. Typically, the target system is considered
as a continuous-variable dynamic system, which
has an input U and an output Y , the detection
methods generate residuals r , parameter
estimates , which are called features [2].
Consistency checking in analytical redundancy is
normally achieved through a comparison between
measured signals with estimated values. The
estimation is generated by a mathematical model
of the considered plant. The comparison is done
using the residual quantities which are computed
ISBN: 978-0-9891305-4-7 ©2014 SDIWC
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