Robust Estimation of ARX Models With Time Varying Time Delays Using Variational Bayesian Approach.

This paper is concerned with robust identification of processes with time-varying time delays. In reality, the delay values do not simply change randomly, but there is a correlation between consecutive delays. In this paper, the correlation of time delay is modeled by the transition probability of a Markov chain. Furthermore, the measured data are often contaminated by outliers, and therefore, t-d...