A robust stochastic identification algorithm in the presence of outliers

Er-Wei Bai

doi:10.1109/CDC.1999.831288

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Conference proceeding

A robust stochastic identification algorithm in the presence of outliers

Er-Wei Bai

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), Vol.3, pp.2420-2425 vol.3

IEEE Conference on Decision and Control, 38 (Phoenix, Arizona, USA, 12/07/1999 - 12/10/1999)

1999

DOI: 10.1109/CDC.1999.831288

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Abstract

In this paper, an optimization-oriented approach is proposed for parameter identifications in the presence of outliers. The proposed approach assumes minimum statistical a priori information on the unknown outliers and is convergent. An efficient numerical algorithm is presented to implement the approach along with its convergence and complexity results.

Books

Cities and towns

Constraint optimization

Convergence of numerical methods

Maximum likelihood estimation

Parameter estimation

Protection

Robustness

Stochastic processes

Stochastic resonance

Details

Title: Subtitle: A robust stochastic identification algorithm in the presence of outliers
Creators: Er-Wei Bai - Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Resource Type: Conference proceeding
Publication Details: Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), Vol.3, pp.2420-2425 vol.3
Conference: IEEE Conference on Decision and Control, 38 (Phoenix, Arizona, USA, 12/07/1999 - 12/10/1999)
Publisher: IEEE
DOI: 10.1109/CDC.1999.831288
ISSN: 0191-2216
Language: English
Date published: 1999
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984197919302771

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