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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">INF2409</article-id><article-id pub-id-type="doi">10.3233/INF-1991-2409</article-id><article-categories><subj-group subj-group-type="heading"><subject>Research article</subject></subj-group></article-categories><title-group><article-title>Recursive robust estimation of dynamic systems parameters</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, Lithuanian Academy of Sciences, 2600 Vilnius, Akademijos St.4. Lithuania</aff></contrib-group><pub-date pub-type="epub"><day>01</day><month>01</month><year>1991</year></pub-date><volume>2</volume><issue>4</issue><fpage>579</fpage><lpage>592</lpage><abstract><p>In the previous paper (Pupeikis, 1990) the problem of model order determination in the presence of outliers in observations has been considered. The aim of the given paper is the development of the recursive algorithms of computation of M-estimates ensuring their stability conditions. In this connection the approach, based on adaptive Huber's monotone psi-function, is worked out. It is also used for the detection of the outliers in time series and for the correction both outliers and M-estimates during successive calculations. The results of numerical simulation by computer (Fig. 1 and Table 1) are given.</p></abstract><kwd-group><label>Keywords</label><kwd>recursive algorithm</kwd><kwd>outlier</kwd><kwd>robustness</kwd></kwd-group></article-meta></front></article>