摘要
由于经典的误差协方差阵间接估计方法对于过失误差的存在非常敏感 ,本文提出了一种基于Hampel三截尾估计的间接估计方法 ,在无过失误差和存在过失误差的情况下都能给出测量误差协方差矩阵可靠的估计 .两个仿真实例表明了算法的鲁棒性 .
Conventional indirect estimations of measurement error covariance are very sensitive to gross errors. A new robust indirect algorithm based on Hampel's three part redescending M estimators is developed. Credible results can be achieved either with or without the presence of external causes. Two examples are provided to demonstrate the robustness of the proposed method.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
2001年第5期697-701,共5页
Control Theory & Applications
关键词
鲁棒估计
Hampel三截尾估计
过失误差
协方差矩阵
测量误差
measurement error covariance
robust estimation
Hampel's three part redescending M estimators
gross error
