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.
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收藏
页码:2244 / 2247
页数:4
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