A random least-trimmed-squares identification algorithm

DOI10.1016/S0005-1098(03)00193-6zbMath1029.93010MaRDI QIDQ1400949

Er-wei Bai

Publication date: 17 August 2003

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

system identificationparameter estimationleast squares estimationrandom algorithmsleast trimmed squares estimation

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Randomized algorithms (68W20)

Related Items (4)

Auxiliary model-based least-squares identification methods for Hammerstein output-error systems ⋮ Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Robust maximum likelihood estimation for stochastic state space model with observation outliers

Cites Work

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• The feasible solution algorithm for least trimmed squares regression
• Probabilistic robustness analysis: Explicit bounds for the minimum number of samples
• Trimmed Least Squares Estimation in the Linear Model
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm

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