New method for measurement error covariance estimation

被引：0
|
作者：
Zhao, Yuhong [1 ]
Gu, Zhongwen [1 ]
Zhou, Chunhui [1 ]
机构：
[1] Zhejiang Univ, Hangzhou, China
来源：
Developments in Chemical Engineering and Mineral Processing | 2001年 / 9卷 / 1-2期
关键词：
Algorithms - Materials balance - Matrix algebra - Maximum likelihood estimation - Statistical methods;
D O I：
10.1002/apj.5500090212
中图分类号：
学科分类号：
摘要：
A new robust indirect algorithm for measurement error covariance estimation is proposed in this paper. The residual covariance matrix is estimated using Hampel's three-part redescending M-estimators. Then measurement error covariance can be obtained from the residual covariance. Unlike the conventional indirect estimations of measurement error covariance, which are very sensitive to gross errors, credible results can be achieved either with or without the presence of external causes. Implementation results show the robustness of the proposed method.
引用
收藏
页码：101 / 108
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