A comparative study of robust parameter estimation methods

The problem of robust system identification when no statistical information is available on the noise, but only a bound on it is known, is addressed. A unified presentation of two classes of ellipsoidal outer-bounding algorithms is made, and a comparison with robust projection algorithms is carried...

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Bibliographic Details
Main Authors: Arruda, L.V.R., Favier, G., do Amaral, W.C.
Format: Conference Proceeding
Language:English
Subjects:
Noise robustness
Parameter estimation
Projection algorithms
System identification
Online Access:Request full text
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Summary:The problem of robust system identification when no statistical information is available on the noise, but only a bound on it is known, is addressed. A unified presentation of two classes of ellipsoidal outer-bounding algorithms is made, and a comparison with robust projection algorithms is carried out from a theoretical point of view. It is shown that these two families of algorithms can be written in a very similar form, the main differences between them being the definition of the dead zone and the computation of the correction gain.< >
ISSN:1520-6149
2379-190X
DOI:10.1109/ICASSP.1990.116249