Title :
Application of extended Givens-Gentleman orthogonal transformation to robust estimation
Author :
Xiaoning, Xi ; Wen Yualan ; Wei, Wang ; Yuanxi, Yang
Author_Institution :
Astron. Obs., Acad. Sinica, Shanghai, China
Abstract :
The extended Givens-Gentleman orthogonal transformation is applied to robust estimation, the formulas are derived for posterior root mean square error and covariance matrix. The resolution of equivalent weights is discussed and the numerical stability is analyzed for the extended Givens-Gentleman orthogonal transformation. The research indicates that this algorithm resists the effect of gross errors with better numerical stability, and computes with small EMS memory in high speed
Keywords :
covariance matrices; estimation theory; numerical stability; parameter estimation; transforms; equivalent weights; extended Givens-Gentleman orthogonal transformation; gross errors; numerical stability; posterior root mean square error; robust estimation; Covariance matrix; Numerical stability; Observatories; Parameter estimation; Resists; Robust stability; Robustness; Root mean square; Space technology; Stability analysis;
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.2000.863006
