• DocumentCode
    1813018
  • Title

    A robust stochastic identification algorithm in the presence of outliers

  • Author

    Bai, Er-Wei

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
  • Volume
    3
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    2420
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
  • Conference_Location
    Phoenix, AZ
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-5250-5
  • Type

    conf

  • DOI
    10.1109/CDC.1999.831288
  • Filename
    831288
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1813018