Weighted LS-SVMR-Based System Identification with Outliers

Plenty of methods applied in system identification, while those based on data-driven are increasingly popular. Usually we ignore the absence of outliers among the system to be modeled, but it is unreachable in reality. To improve the precision of identification towards system with outliers, advantageous approaches with robustness are needed. This study analyzes the superiority of weighted Least Square Support Vector Machine Regression (LS-SVMR) in the field of system identification under random outliers, and compare it with LS-SVMR mainly.