Recursive robust parameter estimation in automated information—Measuring systems

Advantages and shortcomings of robust estimators as compared with the classical ones are briefly described. Recursive robust estimators of parameters of a linear regression model are proposed. Results of numerical investigations of relative efficiency of recursive and nonrecursive robust estimators...

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Bibliographic Details
Published in:Measurement techniques 1997-04, Vol.40 (4), p.319-323
Main Authors: Teleshevskii, V. I., Masterenko, D. A.
Format: Article
Language:English
Subjects:
Automated
Estimators
Mathematical models
Parameter estimation
Recursive
Regression
Regression analysis
Studies
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Summary:Advantages and shortcomings of robust estimators as compared with the classical ones are briefly described. Recursive robust estimators of parameters of a linear regression model are proposed. Results of numerical investigations of relative efficiency of recursive and nonrecursive robust estimators of parameters in a linear regression are presented.[PUBLICATION ABSTRACT]
ISSN:0543-1972
1573-8906
DOI:10.1007/BF02504123