Conference proceeding
A random Least Trimmed Squares identification algorithm
42ND IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-6, PROCEEDINGS, pp.3461-3466
2003
DOI: 10.1109/CDC.2003.1271682
Abstract
The Least Trimmed Squares estimator (LTS) is a well known robust estimator in terms of protecting the estimate from the outliers. Its high computational complexity is however a problem in practice. In this paper, we propose a random LTS algorithm which has a low computational complexity that can be calculated a priori as a function of the required error bound and the confidence interval. Moreover, if the number of data points goes to infinite, the algorithm becomes a deterministic one that converges to the true LTS in some probability sense.
Details
- Title: Subtitle
- A random Least Trimmed Squares identification algorithm
- Creators
- Er-Wei Bai
- Resource Type
- Conference proceeding
- Publication Details
- 42ND IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-6, PROCEEDINGS, pp.3461-3466
- DOI
- 10.1109/CDC.2003.1271682
- Language
- English
- Date published
- 2003
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984231931202771
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