Online process mean estimation using L1 norm exponential smoothing

DOI10.1002/nav.20351zbMath1183.62205OpenAlexW2022978654MaRDI QIDQ5187942

Yongzhong Zhu, Wei Jiang

Publication date: 9 March 2010

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20351

zbMATH Keywords

outliersmean squared errorEWMAweighted medianabsolute deviationssensor and sensor networks

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

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• Monitoring Processes That Wander Using Integrated Moving Average Models
• The Identification of Multiple Outliers
• The Influence Curve and Its Role in Robust Estimation
• Analysis of the properties of median and weighted median filters using threshold logic and stack filter representation

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