Robust estimator design with an emphasis balance between performance and robustness

DOI10.1016/J.JFRANKLIN.2007.03.002zbMath1128.93052OpenAlexW2091355425MaRDI QIDQ2382762

Hyeon-Cheol Lee, Don R. Halverson

Publication date: 4 October 2007

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2007.03.002

zbMATH Keywords

Maximum likelihoodParameter estimationRobustnessMean square errorDifferential geometric approach

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

On the linear combination, product and ratio of normal and Laplace random variables

Cites Work

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• A differential geometric approach toward robust signal detection
• Robust estimation and signal detection with dependent nonstationary data
• Robust estimation of signal parameters with nonstationary and/or dependent data
• Robust Estimation of a Location Parameter
• A Robust Version of the Probability Ratio Test
• Robust Statistics

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