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
收藏
页码：2244 / 2247
页数：4
相关论文
共 50 条
  • [41] A Robust Position Estimation Algorithm for a Local Positioning Measurement System
    Pfeil, R.
    Schuster, S.
    Scherz, P.
    Stelzer, A.
    Stelzhammer, G.
    IEEE MTT S INTERNATIONAL MICROWAVE WORKSHOP SERIES ON WIRELESS SENSING, LOCAL POSITIONING, AND RFID (IMWS 2009-CROATIA), 2009, : 9 - +
  • [42] Robust covariance estimates based on resampling
    Stromberg, AJ
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1997, 57 (02) : 321 - 334
  • [43] MAXIMUM Lq-LIKELIHOOD ESTIMATION IN FUNCTIONAL MEASUREMENT ERROR MODELS
    Gimenez, Patricia
    Guarracino, Lucas
    Galea, Manuel
    STATISTICA SINICA, 2022, 32 (03) : 1723 - 1743
  • [44] Robust Sparse Estimation of Multiresponse Regression and Inverse Covariance Matrix via the L2 distance
    Lozano, Aurelie C.
    Jiang, Huijing
    Deng, Xinwei
    19TH ACM SIGKDD INTERNATIONAL CONFERENCE ON KNOWLEDGE DISCOVERY AND DATA MINING (KDD'13), 2013, : 293 - 301
  • [45] A Robust State Estimation Framework Considering Measurement Correlations and Imperfect Synchronization
    Zhao, Junbo
    Wang, Shaobu
    Mili, Lamine
    Amidan, Brett
    Huang, Renke
    Huang, Zhenyu
    IEEE TRANSACTIONS ON POWER SYSTEMS, 2018, 33 (04) : 4604 - 4613
  • [46] Robust State Estimation of Power Systems Based on Equivalent Measurement Technique
    Uatrongjit, Sermsak
    IEEJ TRANSACTIONS ON ELECTRICAL AND ELECTRONIC ENGINEERING, 2018, 13 (02) : 212 - 217
  • [47] A robust real-time flood forecasting method based on error estimation for reservoirs
    Shen, Dandan
    Bao, Weimin
    Ni, Peng
    AQUA-WATER INFRASTRUCTURE ECOSYSTEMS AND SOCIETY, 2022, 71 (04) : 518 - 532
  • [48] High dimensional T-type Estimator for robust covariance matrix estimation with applications to elliptical factor models
    Wang, Guanpeng
    Cui, Hengjian
    COMPUTATIONAL STATISTICS, 2025, 40 (02) : 767 - 794
  • [49] L1 - L2 Robust Estimation in Prediction Error System Identification
    Corbier, Ch.
    Carmona, J. C.
    Alvarado, V. M.
    2009 6TH INTERNATIONAL CONFERENCE ON ELECTRICAL ENGINEERING, COMPUTING SCIENCE AND AUTOMATION CONTROL (CCE 2009), 2009, : 60 - +
  • [50] Robust Estimates of Covariance Matrices in the Large Dimensional Regime
    Couillet, Romain
    Pascal, Frederic
    Silverstein, Jack W.
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2014, 60 (11) : 7269 - 7278
12345