Modified maximum likelihood method for the robust estimation of system parameters from very noisy data

DOI10.1016/0005-1098(86)90085-3zbMath0589.93067OpenAlexW2051931434MaRDI QIDQ1074551

B. George

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90085-3

zbMATH Keywords

outliersmaximum likelihood estimationrobust estimation

Mathematics Subject Classification ID

Related Items (35)

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Cites Work

• Robustness of MML estimators based on censored samples and robust test statistics
• Maximum likelihood and prediction error methods
• Robust statistics for testing mean vectors of multivariate distributions
• Robust statistics for testing equality of means or variances
• Design of optimal input signals for the identification of distributed parameter systems †
• The 1972 Wald Lecture Robust Statistics: A Review
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