Least squares method of estimation and removing of outliers

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Verisign
Verisign 2015-11-14
回答： Ajay Goyal 2016-1-6
Hello everyone! I have i=1...1000 samples and the system is described by y(i)=a1*y(i-1)+a2*y(i-2)+b*u(i-1) where u is our input and y is output .How can i apply the least square method for estimate a1,a2,b and remove the outliers before? Thank you for your help

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Ajay Goyal
Ajay Goyal 2016-1-6
Solve inverse of the problem and use stepwise linear regression (stepwiselm) or simply least square method (regress). Then generated equation can be inverted

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