An entropy-like estimator for robust parameter identification
type: Item
instance of: scholarly article
title: An entropy-like estimator for robust parameter identification
zbMATH Open document ID: 1179.94033
author: Giovanni Indiveri
published in: Entropy
publication date: 2010-01-29T00:00:00Z
review text: Summary: This paper describes the basic ideas behind a novel prediction error parameter identification algorithm exhibiting high robustness with respect to outlying data. Given the low sensitivity to outliers, these can be more easily identified by analysing the residuals of the fit. The devised cost function is inspired by the definition of entropy, although the method in itself does not exploit the stochastic meaning of entropy in its usual sense. After describing the most common alternative approaches for robust identification, the novel method is presented together with numerical examples for validation.
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 5664173
zbMATH Keywords: system identification
zbMATH Keywords: model Fitting
zbMATH Keywords: data processing
describes a project that uses: PRMLT
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3390/e11040560
OpenAlex ID: W2032706477
Wikidata QID: Q58885697
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DBLP publication ID: journals/entropy/Indiveri09
DOI: 10.3390/E11040560
description: scientific article; zbMATH DE number 5664173