Abstract
A common model of vibratory diagnostics objects is the stochastic difference schemes, and theirs parametrical identification is carried out least squares and least absolute deviations techniques. It is well known that these techniques are unstable under stochastic heterogeneity of observable process, specifically, in the presence of outliers. One way to make the stable parametrical identification of vibratory diagnostics objects is implementation of generalized least absolute deviations method based on concave loss function. Obtained requirements to the loss function guaranteeing the steadiness evaluation, algorithms of identification and examples are presented
About this article
Received
15 April 2008
Accepted
13 June 2008
Published
30 June 2008
Keywords
autoregression
generalized least absolute deviations method
linear stochastic difference scheme
random vibration
stable evaluation of autoregression model factors
weighted least absolute deviations method
Copyright © 2008 Vibroengineering
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