Outliers, inliers and the generalized least trinuned squares estimator in system identification

来源 :Journal of Control Theory and Applications | 被引量 : 0次 | 上传用户:caiwei39602250
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
The least trimmed squares estimator (LTS) is a well known robust estimator in terms of protecting the estimate from the outliers. Its high computational complexity is however a problem in practice. We show that the LTS estimate can be obtained by a simple algorithm with the complexity O( N In N) for large N, where N is the number of measurements. We also show that though the LTS is robust in terms of the outliers, it is sensitive to the inliers. The concept of the inliers is introduced. Moreover, the Generalized Least Trimmed Squares estimator (GLTS) together with its solution are presented that reduces the effect of both the outliers and the inliers. The least trimmed squares estimator (LTS) is a well known robust estimator in terms of protecting the estimate from the outliers. Its high computational complexity is however a problem in practice. We show that the LTS estimate can be obtained by a simple algorithm with the complexity O (N In N) for large N, where N is the number of measurements. We also show that though the LTS is robust in terms of the outliers, it is sensitive to the inliers. The concept of the inliers is introduced. Moreover, , the Generalized Least Trimmed Squares estimator (GLTS) together with its solution are presented that reduces the effect of both the outliers and the inliers.
其他文献
青青:你好!我是一名初二的学生,成绩平平,相貌平平,可是最近我喜欢上了同班的一个女生,她长得挺漂亮的,成绩不错,与同学、老师的关系、 Green: Hello! I am a freshman stu
目的 :观察手舟骨与月骨间的舟月骨间韧带的解剖学结构和分布特点 ,探讨其对舟月骨间关节稳定性的作用。方法 :采用 2 2只成人尸体标本 ,在解剖显微镜下观察舟月骨间韧带的大
《伤寒杂病论》为东汉张仲景所撰 ,是一部论述伤寒和杂病的专著。该书所载的汤剂后 ,多有“汤剂制备医嘱”(以下简称医嘱 ) ,其中记载了很多有关药物煎煮的内容。笔者不揣浅
目的探讨Livin蛋白在胆管癌组织中的表达及其意义。方法采用免疫组化SP法检测80例胆管癌及30例正常胆管组织(取自其他良性疾病行胆管切除者)中Livin蛋白的表达;分析其表达与
2006年,中国货物贸易进出口额达17606亿美元,排名世界第三,而服务贸易仅为1917.5亿美元,依然相对滞后,仅占我国贸易总额的10.8%。承接服务外包成为发展 In 2006, the volume
请下载后查看,本文暂不支持在线获取查看简介。 Please download to view, this article does not support online access to view profile.
期刊
张志公老先生曾指出:“我们的语文教师教出来的学生,尽管大学毕业了,但是能力并不高,没有具备工作所需要的语文能力。”让他写稿,不会写、写不好;让他讲话,结结巴巴、吞吞吐
20 0 3年 8月 31日 ,由冶金工业信息标准研究院主办的《粉末冶金用水雾化纯铁粉、合金钢粉》国家标准审定会在莱钢召开 ,来自国内科研机构和粉末生产、使用等 2 3个单位的 2
在大学英语学习中,听力对于学生来说一直是一个难点。本文从大学英语听力课堂的实际教学中的情况出发,探索如何在多模块条件下如何实现真正的有效教学。 Listening is alway
上海查理包装设备科技有限公司前不久开发研晒成功的九层自动堆垛与自动缠绕包装流水线,把聚酣欢料瓶的堆垛与缠绕包袭结合在一_起,并实砚PLc控制的机电一体化自动作业。该项