Title :
A robust stochastic identification algorithm in the presence of outliers
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Abstract :
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
Keywords :
convergence of numerical methods; optimisation; parameter estimation; statistical analysis; complexity; numerical algorithm; optimization; outliers; parameter identifications; robust stochastic identification algorithm; statistical a priori information; Books; Cities and towns; Constraint optimization; Convergence of numerical methods; Maximum likelihood estimation; Parameter estimation; Protection; Robustness; Stochastic processes; Stochastic resonance;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.831288
