Robust estimation of measurement error covariance

被引：0

作者：

Zhao, YH ^{[1
]}

Gu, ZW ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Control Sci & Engn, Hangzhou 310027, Peoples R China

来源：

PROCEEDINGS OF THE 3RD WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-5 | 2000年

关键词：

data rectification; measurement error covariance; robust estimation; Hampel's three-part redescending M-estimators; gross error;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Conventional indirect estimations of measurement error covariance are very sensitive to gross errors. A new robust indirect algorithm based on Hampel's three-part redescending M-estimators is developed. Credible results can be achieved either with or without the presence of external causes. Two examples are provided to demonstrate the robustness of the proposed method.

引用

页码：2244 / 2247

页数：4

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