Outlier-Robust Estimation of Uncertain-Input Systems With Applications to Nonparametric FIR and Hammerstein Models.

In this letter, we present an extension of the class of uncertain-input models to handle cases of measurements with outliers. The general uncertain-input model framework allows us to treat system identification problems in which a linear system, represented by its impulse response, is subject to an input about which we have partial information. Both the impulse response and the input are modeled a...