Title :
Robust estimation of measurement error covariance
Author :
Yuhong, Zhao ; Zhongwen, Gu
Author_Institution :
Dept. of Control Sci. & Eng., Zhejiang Univ., Hangzhou, China
Abstract :
Conventional indirect estimations of measurement error covariance are very sensitive to gross errors. A 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
Keywords :
chemical technology; covariance matrices; estimation theory; measurement errors; process control; Hampel´s three-part redescending M-estimators; external causes; measurement error covariance; robust estimation; robust indirect algorithm; robustness; Chemical processes; Covariance matrix; Equations; Error correction; Estimation error; Measurement errors; Modems; Pollution measurement; Robustness; Vectors;
Conference_Titel :
Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
Conference_Location :
Hefei
Print_ISBN :
0-7803-5995-X
DOI :
10.1109/WCICA.2000.863003
