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<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.0 20120330//EN" "JATS-journalpublishing1.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" article-type="research-article"><front><journal-meta><journal-id journal-id-type="publisher-id">INFORMATICA</journal-id><journal-title-group><journal-title>Informatica</journal-title></journal-title-group><issn pub-type="epub">0868-4952</issn><issn pub-type="ppub">0868-4952</issn><publisher><publisher-name>VU</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="publisher-id">INF41-206</article-id><article-id pub-id-type="doi">10.3233/INF-1993-41-206</article-id><article-categories><subj-group subj-group-type="heading"><subject>Research article</subject></subj-group></article-categories><title-group><article-title>Off-line estimation of dynamic systems parameters in the presence of outliers in autoregressive noise</article-title></title-group><contrib-group><contrib contrib-type="Author"><name><surname>Pupeikis</surname><given-names>Rimantas</given-names></name><xref ref-type="aff" rid="j_INFORMATICA_aff_000"/></contrib><aff id="j_INFORMATICA_aff_000">Institute of Mathematics and Informatics, 2600 Vilnius, Akademijos St.4, Lithuania</aff></contrib-group><pub-date pub-type="epub"><day>01</day><month>01</month><year>1993</year></pub-date><volume>4</volume><issue>1-2</issue><fpage>94</fpage><lpage>110</lpage><abstract><p>In the previous paper (Pupeikis, 1992) the problem of off-line estimation of dynamic systems parameters in the presence of outliers in observations have been considered, when the filter generating an additive noise has a very special form. The aim of the given paper is the development, in such a case, of classical generalized least squares method (GLSM) algorithms for off-line estimation of unknown parameters of dynamic systems. Two approaches using batch processing of the stored data are worked out. The first approach is based on the application of S-, H-, W- algorithms used for calculation of M-estimates, and the second one rests on the replacement of the corresponding values of the sample covariance and cross-covariance functions by their robust analogues in respective matrices of GLSM and on a further application of the least squares (LS) parameter estimation algorithms. The results of numerical simulation by IBM PC/AT (Table 1) are given.</p></abstract><kwd-group><label>Keywords</label><kwd>dynamic system</kwd><kwd>parameter estimation</kwd><kwd>covariance analysis</kwd><kwd>outlier</kwd><kwd>robustness</kwd></kwd-group></article-meta></front></article>