一种存在异常值的鲁棒随机识别算法

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) Pub Date : 1999-12-07 DOI:10.1109/CDC.1999.831288

E. Bai

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引用次数: 0

摘要

本文提出了一种面向优化的方法，用于存在异常值的参数辨识。该方法假定未知异常值的先验统计信息最小，具有收敛性。给出了一种有效的数值算法来实现该方法，并给出了收敛性和复杂度的结果。

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A robust stochastic identification algorithm in the presence of outliers

In this paper, an optimization-oriented approach is proposed for parameter identifications in the presence of outliers. The proposed approach assumes minimum statistical a priori information on the unknown outliers and is convergent. An efficient numerical algorithm is presented to implement the approach along with its convergence and complexity results.

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来源期刊

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

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