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Exploiting Robust Estimators in Phase Correlation of 3D Point Clouds for 6 DoF Pose Estimation 被引量:4
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作者 Yusheng XU Rong HUANG +1 位作者 Xiaohua TONG Uwe STILLA 《Journal of Geodesy and Geoinformation Science》 2021年第3期72-90,共19页
Point cloud registration is a fundamental task in both remote sensing,photogrammetry,and computer vision,which is to align multiple point clouds to the same coordinate frame.Especially in LiDAR odometry,by conducting ... Point cloud registration is a fundamental task in both remote sensing,photogrammetry,and computer vision,which is to align multiple point clouds to the same coordinate frame.Especially in LiDAR odometry,by conducting the transformation between two adjacent scans,the pose of the platform can be estimated.To be specific,the goal is to recover the relative six-degree-of-freedom(6 DoF)pose between the source point cloud and the target point cloud.In this paper,we explore the use of robust estimators in the phase correlation when registering two point clouds,enabling a 6 DoF pose estimation between point clouds in a sub-voxel accuracy.The estimator is a rule for calculating an estimate of a given quantity based on observed data.A robust estimator is an estimation rule that is insensitive to nonnormality and can estimate parameters of a given objective function from noisy observations.The proposed registration method is theoretically insensitive to noise and outliers than correspondence-based methods.Three core steps are involved in the method:transforming point clouds from the spatial domain to the frequency domain,decoupling of rotations and translations,and using robust estimators to estimate phase shifts.Since the estimation of transformation parameters lies in the calculation of phase shifts,robust estimators play a vital role in shift estimation accuracy.In this paper,we have tested the performance of six different robust estimators and provide comparisons and discussions on the contributions of robust estimators in the 3D phase correlation.Different point clouds from two urban scenarios and one indoor scene are tested.Results validate the proposed method can reach performance that predominant rotation and translation errors reaching less than 0.5°and 0.5 m,respectively.Moreover,the performance of various tested robust estimators is compared and discussed. 展开更多
关键词 REGISTRATION phase correlation robust estimators pose estimation
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Robust Estimators for Poisson Regression
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作者 Idriss Abdelmajid Idriss Weihu Cheng 《Open Journal of Statistics》 2023年第1期112-118,共7页
The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation st... The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators. 展开更多
关键词 Poisson Regression Model Maximum Likelihood estimator robust Estimation Contaminated Model Weighted Maximum Likelihood estimator
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THEORETIC RESEARCH ON ROBUSTIFIED LEAST SQUARES ESTIMATOR BASED ON EQUIVALENT VARIANCE-COVARIANCE 被引量:5
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作者 LIU JingnanYAO YibinSHI Chuang 《Geo-Spatial Information Science》 2001年第4期1-8,共8页
Depending on analyzing the abuse of equivalent weights,a set of self-contained theory system on robust estimation based on equivalent variance-covariance is established,which includes ρ function, φ function,equivale... Depending on analyzing the abuse of equivalent weights,a set of self-contained theory system on robust estimation based on equivalent variance-covariance is established,which includes ρ function, φ function,equivalent variance-covariance function,influence function and breakdown point.And an example is given to verify that the robust models proposed in this paper are reliable and correct. 展开更多
关键词 robust estimation equivalent weights equivalent variance-covariance
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Machine learning based LOS/NLOS classifier and robust estimator for GNSS shadow matching 被引量:4
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作者 Haosheng Xu Antonio Angrisano +1 位作者 Salvatore Gaglione Li-Ta Hsu 《Satellite Navigation》 2020年第1期167-178,共12页
Global Navigation Satellites Systems(GNSS)is frequently used for positioning services in various applications,e.g.,pedestrian and vehicular navigation.However,it is well-known that GNSS positioning performs unreliably... Global Navigation Satellites Systems(GNSS)is frequently used for positioning services in various applications,e.g.,pedestrian and vehicular navigation.However,it is well-known that GNSS positioning performs unreliably in urban environments.GNSS shadow matching is a method of improving accuracy in the cross-street direction.Initial position and classification of observed satellite visibility between line-of-sight(LOS)and non-line-of-sight(NLOS)are essential for its performance.For the conventional LOS/NLOS classification,the classifiers are based on a single feature,extracted from raw GNSS measurements,such as signal noise ratio,pseudorange,elevation angle,etc.Especially in urban canyons,these measurements are unstable and unreliable due to the signal reflection and refraction from the surrounding buildings.Besides,the conventional least square approach for positioning is insufficient to provide accurate initialization for shadow matching in urban areas.In our study,shadow matching is improved using the initial position from robust estimator and the satellite visibility determined by support vector machine(SVM).The robust estimator has an improved positioning accuracy and the classification rate of SVM classification can reach 91.5%in urban scenarios.An important issue is related to satellites with ultra-high or low elevation angles and satellites near the building boundary that are very likely to be misclassified.By solving this problem,the SVM classification shows the potential of about 90%classification accuracy for various urban cases.With the help of these approaches,the shadow matching has a mean error of 10.27 m with 1.44 m in the cross-street direction;these performances are suitable for urban positioning. 展开更多
关键词 GNSS Shadow matching NLOS and machine learning robust estimation
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A New Method to Solve Robust Data Reconciliation in Nonlinear Process 被引量:4
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作者 周凌柯 苏宏业 褚健 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2006年第3期357-363,共7页
Data reconciliation is an effective technique for providing accurate and consistent value for chemical process. However, the presence of gross errors can severely bias the reconciled results. Robust estimators can sig... Data reconciliation is an effective technique for providing accurate and consistent value for chemical process. However, the presence of gross errors can severely bias the reconciled results. Robust estimators can significantly reduce the effect of gross errors and yield less-biased results. In this article, a new method is proposed to solve the robust data reconciliation problem of nonlinear chemical process. By using several technologies including linearization method, penalty function, virtual observation equation, and equivalent weights method, the robust data reconciliation problem can be transformed into least squares estimator problem which leads to the convenience in computation. Simulation results in a nonlinear chemical process demonstrate the efficiency of the proposed method. 展开更多
关键词 data reconciliation robust estimator equivalent weights method
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Robustifying Biased Estimation in Linear Model
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作者 段清堂 归庆明 《Chinese Quarterly Journal of Mathematics》 CSCD 2000年第2期29-35,共7页
The parameter estimation problem in linear model is considered when multicollinearity and outliers exist simultaneously.A class of new estimators,robust general shrunken estimators,are proposed by grafting the robust ... The parameter estimation problem in linear model is considered when multicollinearity and outliers exist simultaneously.A class of new estimators,robust general shrunken estimators,are proposed by grafting the robust estimation techniques philosophy into the biased estimator,and their statistical properties are discussed.By appropriate choices of the shrinking parameter matrix,we obtain many useful and important estimators.A numerical example is used to illustrate that these new estimators can not only effectively overcome difficulty caused by multicollinearity but also resist the influence of outliers. 展开更多
关键词 MULTICOLLINEARITY OUTLIERS robust biased estimation
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Model-based robust estimation and fault detection for MEMS-INS/GPS integrated navigation systems 被引量:9
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作者 Miao Lingjuan Shi Jing 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2014年第4期947-954,共8页
In micro-electro-mechanical system based inertial navigation system(MEMS-INS)/global position system(GPS) integrated navigation systems, there exist unknown disturbances and abnormal measurements. In order to obta... In micro-electro-mechanical system based inertial navigation system(MEMS-INS)/global position system(GPS) integrated navigation systems, there exist unknown disturbances and abnormal measurements. In order to obtain high estimation accuracy and enhance detection sensitivity to faults in measurements, this paper deals with the problem of model-based robust estimation(RE) and fault detection(FD). A filter gain matrix and a post-filter are designed to obtain a RE and FD algorithm with current measurements, which is different from most of the existing priori filters using measurements in one-step delay. With the designed filter gain matrix, the H-infinity norm of the transfer function from noise inputs to estimation error outputs is limited within a certain range; with the designed post-filter, the residual signal is robust to disturbances but sensitive to faults. Therefore, the algorithm can guarantee small estimation errors in the presence of disturbances and have high sensitivity to faults. The proposed method is evaluated in an integrated navigation system, and the simulation results show that it is more effective in position estimation and fault signal detection than priori RE and FD algorithms. 展开更多
关键词 Fault detection Inertial navigation systems Integrated navigation Micro-electro-mechanicalsystem robust estimation
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Improved adaptively robust estimation algorithm for GNSS spoofer considering continuous observation error 被引量:4
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作者 GAO Yangjun LI Guangyun +2 位作者 LYU Zhiwei ZHANG Lundong LI Zhongpan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第5期1237-1248,共12页
Once the spoofer has controlled the navigation sys-tem of unmanned aerial vehicle(UAV),it is hard to effectively control the error convergence to meet the threshold condition only by adjusting parameters of estimation... Once the spoofer has controlled the navigation sys-tem of unmanned aerial vehicle(UAV),it is hard to effectively control the error convergence to meet the threshold condition only by adjusting parameters of estimation if estimation of the spoofer on UAV has continuous observation error.Aiming at this problem,the influence of the spoofer’s state estimation error on spoofing effect and error convergence conditions is theoretically analyzed,and an improved adaptively robust estimation algo-rithm suitable for steady-state linear quadratic estimator is pro-posed.It enables the spoofer’s estimator to reliably estimate UAV status in real time,improves the robustness of the estima-tor in responding to observation errors,and accelerates the con-vergence time of error control.Simulation experiments show that the mean value of normalized innovation squared(NIS)is reduced by 88.5%,and the convergence time of NIS value is reduced by 76.3%,the convergence time of true trajectory error of UAV is reduced by 42.3%,the convergence time of estimated trajectory error of UAV is reduced by 67.4%,the convergence time of estimated trajectory error of the spoofer is reduced by 33.7%,and the convergence time of broadcast trajectory error of the spoofer is reduced by 54.8%when the improved algorithm is used.The improved algorithm can make UAV deviate from pre-set trajectory to spoofing trajectory more effectively and more subtly. 展开更多
关键词 SPOOFING unmanned aerial vehicle(UAV) spoofer adaptively robust estimation global navigation satellite system(GNSS) normalized innovation squared(NIS)
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Robust Digital Non-Linear Self-Interference Cancellation in Full Duplex Radios with Maximum Correntropy Criterion 被引量:3
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作者 Zhirong Luan Hua Qu +1 位作者 Jihong Zhao Badong Chen 《China Communications》 SCIE CSCD 2016年第9期53-59,共7页
Full duplex radio increases the frequency efficiency but its performance is limited by the self-interference (SI). We first analyze the multiple noises in the full duplex radio system and model such noises as an α ... Full duplex radio increases the frequency efficiency but its performance is limited by the self-interference (SI). We first analyze the multiple noises in the full duplex radio system and model such noises as an α - stable distribution. Then we formulate a novel non-Gaussian SI problem. Under the maximum correntropy criterion (MCC), a robust digital non-linear self-interference cancellation algorithm is proposed for the SI channel estimation. A gradient descent based algorithm is derived to search the optimal solution. Simulation results show that the proposed algorithm can achieve a smaller estimation error and a higher pseudo signal to interference plus noise ratio (PSINR) than the well-known least mean square (LMS) algorithm and least square (LS) algorithm. 展开更多
关键词 full duplex radio robust estimation digital non-linear self-interference can- cellation a-stable noise correntropy
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Robust Video Stabilization Based on Motion Vectors 被引量:3
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作者 宋利 周源华 周军 《Journal of Shanghai University(English Edition)》 CAS 2005年第1期46-51,共6页
This paper proposes a new robust video stabilization algorithm to remove unwanted vibrations in video sequences. A complete theoretical analysis is first established for video stabilization, providing a basis for new ... This paper proposes a new robust video stabilization algorithm to remove unwanted vibrations in video sequences. A complete theoretical analysis is first established for video stabilization, providing a basis for new stabilization algorithm. Secondly, a new robust global motion estimation (GME) algorithm is proposed. Different from classic methods, the GME algorithm is based on spatial-temporal filtered motion vectors computed by block-matching methods. In addition, effective schemes are employed in correction phase to prevent boundary artifacts and error accumulation. Experiments show that the proposed algorithm has satisfactory stabilization effects while maintaining good tradeoff between speed and precision. 展开更多
关键词 video stabilization global motion robust estimation.
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GNSS receiver autonomous integrity monitoring(RAIM)algorithm based on robust estimation 被引量:21
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作者 Yuanxi Yang Junyi Xu 《Geodesy and Geodynamics》 2016年第2期117-123,共7页
Integrity is significant for safety-of-life applications. Receiver autonomous integrity monitoring(RAIM) has been developed to provide integrity service for civil aviation. At first,the conventional RAIM algorithm i... Integrity is significant for safety-of-life applications. Receiver autonomous integrity monitoring(RAIM) has been developed to provide integrity service for civil aviation. At first,the conventional RAIM algorithm is only suitable for single fault detection, single GNSS constellation. However, multiple satellite failure should be considered when more than one satellite navigation system are adopted. To detect and exclude multi-fault, most current algorithms perform an iteration procedure considering all possible fault model which lead to heavy computation burden. An alternative RAIM is presented in this paper based on multiple satellite constellations(for example, GPS and Bei Dou(BDS) etc.) and robust estimation for multi-fault detection and exclusion, which can not only detect multi-failures,but also control the influences of near failure observation. Besides, the RAIM algorithm based on robust estimation is more efficient than the current RAIM algorithm for multiple constellation and multiple faults. Finally, the algorithm is tested by GPS/Bei Dou data. 展开更多
关键词 GNSS Integrity Receiver autonomous integrity monitoring(RAIM) robust estimation Fault detection
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Uncertain information fusion with robust adaptive neural networks-fuzzy reasoning 被引量:2
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作者 Zhang Yinan Sun Qingwei +2 位作者 Quan He Jin Yonggao Quan Taifan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2006年第3期495-501,共7页
In practical multi-sensor information fusion systems, there exists uncertainty about the network structure, active state of sensors, and information itself (including fuzziness, randomness, incompleteness as well as ... In practical multi-sensor information fusion systems, there exists uncertainty about the network structure, active state of sensors, and information itself (including fuzziness, randomness, incompleteness as well as roughness, etc). Hence it requires investigating the problem of uncertain information fusion. Robust learning algorithm which adapts to complex environment and the fuzzy inference algorithm which disposes fuzzy information are explored to solve the problem. Based on the fusion technology of neural networks and fuzzy inference algorithm, a multi-sensor uncertain information fusion system is modeled. Also RANFIS learning algorithm and fusing weight synthesized inference algorithm are developed from the ANFIS algorithm according to the concept of robust neural networks. This fusion system mainly consists of RANFIS confidence estimator, fusing weight synthesized inference knowledge base and weighted fusion section. The simulation result demonstrates that the proposed fusion model and algorithm have the capability of uncertain information fusion, thus is obviously advantageous compared with the conventional Kalman weighted fusion algorithm. 展开更多
关键词 uncertain information information fusion neural networks fuzzy inference robust estimate.
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Data-driven source-load robust optimal scheduling of integrated energy production unit including hydrogen energy coupling 被引量:4
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作者 Jinling Lu Dingyue Huang Hui Ren 《Global Energy Interconnection》 EI CSCD 2023年第4期375-388,共14页
A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations... A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations in integrated energy systems(IESs)in the operation scheduling problem of integrated energy production units(IEPUs).First,to solve the problem of inaccurate prediction of renewable energy output,an improved robust kernel density estimation method is proposed to construct a data-driven uncertainty output set of renewable energy sources statistically and build a typical scenario of load uncertainty using stochastic scenario reduction.Subsequently,to resolve the problem of insufficient utilization of hydrogen energy in existing IEPUs,a robust low-carbon economic optimal scheduling model of the source-load interaction of an IES with a hydrogen energy system is established.The system considers the further utilization of energy using hydrogen energy coupling equipment(such as hydrogen storage devices and fuel cells)and the comprehensive demand response of load-side schedulable resources.The simulation results show that the proposed robust stochastic optimization model driven by data can effectively reduce carbon dioxide emissions,improve the source-load interaction of the IES,realize the efficient use of hydrogen energy,and improve system robustness. 展开更多
关键词 Hydrogen energy coupling DATA-DRIVEN robust kernel density estimation robust optimization Integrated demand response
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Robust state estimation for uncertain linear systems with deterministic input signals 被引量:2
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作者 Huabo LIU Tong ZHOU 《Control Theory and Technology》 EI CSCD 2014年第4期383-392,共10页
In this paper, we investigate state estimations of a dynamical system in which not only process and measurement noise, but also parameter uncertainties and deterministic input signals are involved. The sensitivity pen... In this paper, we investigate state estimations of a dynamical system in which not only process and measurement noise, but also parameter uncertainties and deterministic input signals are involved. The sensitivity penalization based robust state estimation is extended to uncertain linear systems with deterministic input signals and parametric uncertainties which may nonlinearly affect a state-space plant model. The form of the derived robust estimator is similar to that of the well-known Kalman filter with a comparable computational complexity. Under a few weak assumptions, it is proved that though the derived state estimator is biased, the bound of estimation errors is finite and the covariance matrix of estimation errors is bounded. Numerical simulations show that the obtained robust filter has relatively nice estimation performances. 展开更多
关键词 robust estimation Deterministic input Regularized least-squares
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The applications of robust estimation method BaySAC in indoor point cloud processing 被引量:1
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作者 Zhizhong Kang 《Geo-Spatial Information Science》 SCIE EI CSCD 2016年第3期182-187,共6页
Based on Bayesian theory and RANSAC,this paper applies Bayesian Sampling Consensus(BaySAC)method using convergence evaluation of hypothesis models in indoor point cloud processing.We implement a conditional sampling m... Based on Bayesian theory and RANSAC,this paper applies Bayesian Sampling Consensus(BaySAC)method using convergence evaluation of hypothesis models in indoor point cloud processing.We implement a conditional sampling method,BaySAC,to always select the minimum number of required data with the highest inlier probabilities.Because the primitive parameters calculated by the different inlier sets should be convergent,this paper presents a statistical testing algorithm for a candidate model parameter histogram to compute the prior probability of each data point.Moreover,the probability update is implemented using the simplified Bayes’formula.The performances of the BaySAC algorithm with the proposed strategies of the prior probability determination and the RANSAC framework are compared using real data-sets.The experimental results indicate that the more outliers contain the data points,the higher computational efficiency of our proposed algorithm gains compared with RANSAC.The results also indicate that the proposed statistical testing strategy can determine sound prior inlier probability free of the change of hypothesis models. 展开更多
关键词 3D indoor modeling robust estimation RANSAC BaySAC point cloud registration fitting of point cloud
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Numerical Robust Stability Estimation in Milling Process 被引量:1
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作者 ZHANG Xiaoming ZHU Limin +1 位作者 DING Han XIONG Youlun 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2012年第5期953-959,共7页
The conventional prediction of milling stability has been extensively studied based on the assumptions that the milling process dynamics is time invariant. However, nominal cutting parameters cannot guarantee the stab... The conventional prediction of milling stability has been extensively studied based on the assumptions that the milling process dynamics is time invariant. However, nominal cutting parameters cannot guarantee the stability of milling process at the shop floor level since there exists many uncertain factors in a practical manufacturing environment. This paper proposes a novel numerical method to estimate the upper and lower bounds of Lobe diagram, which is used to predict the milling stability in a robust way by taking into account the uncertain parameters of milling system. Time finite element method, a milling stability theory is adopted as the conventional deterministic model. The uncertain dynamics parameters are dealt with by the non-probabilistic model in which the parameters with uncertainties are assumed to be bounded and there is no need for probabilistic distribution densities functions. By doing so, interval instead of deterministic stability Lobe is obtained, which guarantees the stability of milling process in an uncertain milling environment, In the simulations, the upper and lower bounds of Lobe diagram obtained by the changes of modal parameters of spindle-tool system and cutting coefficients are given, respectively. The simulation results show that the proposed method is effective and can obtain satisfying bounds of Lobe diagrams. The proposed method is helpful for researchers at shop floor to making decision on machining parameters selection. 展开更多
关键词 robust stability estimation sensitivity analysis interval arithmetic decision making
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Robust Spectral Estimation of Track Irregularity 被引量:2
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作者 傅文娟 陈春俊 《Journal of Southwest Jiaotong University(English Edition)》 2005年第1期44-48,共5页
Because the existing spectral estimation methods for railway track irregularity analysis are very sensitive to outliers, a robust spectral estimation method is presented to process track irregularity signals. The prop... Because the existing spectral estimation methods for railway track irregularity analysis are very sensitive to outliers, a robust spectral estimation method is presented to process track irregularity signals. The proposed robust method is verified using 100 groups of clean/contaminated data reflecting he vertical profile irregularity taken from Bejing-Guangzhou railway with a sampling frequency of 33 data every ~10 m, and compared with the Auto Regressive (AR) model. The experimental results show that the proposed robust estimation is resistible to noise and insensitive to outliers, and is superior to the AR model in terms of efficiency, stability and reliability. 展开更多
关键词 robustNESS robust spectral estimation Railway track spectra Railway track irregularity
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Robust Control for Static Loading of Electro-hydraulic Load Simulator with Friction Compensation 被引量:22
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作者 YAO Jianyong JIAO Zongxia YAO Bin 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2012年第6期954-962,共9页
Load simulator is a key test equipment for aircraft actuation systems in hardware-in-the-loop-simulation. Static loading is an essential function of the load simulator and widely used in the static/dynamic stiffness t... Load simulator is a key test equipment for aircraft actuation systems in hardware-in-the-loop-simulation. Static loading is an essential function of the load simulator and widely used in the static/dynamic stiffness test of aircraft actuation systems. The tracking performance of the static loading is studied in this paper. Firstly, the nonlinear mathematical models of the hydraulic load simulator are derived, and the feedback linearization method is employed to construct a feed-forward controller to improve the force tracking performance. Considering the effect of the friction, a LuGre model based friction compensation is synthesized, in which the unmeasurable state is estimated by a dual state observer via a controlled learning mechanism to guarantee that the estimation is bounded. The modeling errors are attenuated by a well-designed robust controller with a control accuracy measured by a design parameter. Employing the dual state observer is to capture the different effects of the unmeasured state and hence can improve the friction compensation accuracy. The tracking performance is summarized by a derived theorem. Experimental results are also obtained to verify the high performance nature of the proposed control strategy. 展开更多
关键词 electro-hydraulic load simulator robust control friction compensation feedback linearization LuGre model nonlinear control state estimation
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Optimized Robust Filter for Uncertain Discrete Time System and Its Application to Flight Test
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作者 史忠科 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2003年第2期91-96,共6页
An optimized robust filtering algorithm for uncertain discrete-time systemsis presented. To get a series of computational equations, the uncertain part generated by theuncertain systematic matrix in the expression of ... An optimized robust filtering algorithm for uncertain discrete-time systemsis presented. To get a series of computational equations, the uncertain part generated by theuncertain systematic matrix in the expression of the error-covariance matrix of time update stateestimation is optimized and the least upper bound of the uncertain part is given. By means of theseresults, the equivalent systematic matrix is obtained and a robust time update algorithm is builtup. On the other hand, uncertain parts generated by the uncertain observation matrix in theexpression of the error-covariance matrix of measurement update state estimation are optimized, andthe largest lower bound of the uncertain part is given. Thus both the time update and measurementupdate algorithms are developed. By means of the matrix inversion formula, the expression structuresof both time update and measurement update algorithms are all simplified. Moreover, the convergencecondition of a robust filter is developed to make the results easy to application. The results offlight data processing show that the method presented in this paper is efficient. 展开更多
关键词 robust estimation Kalman filter filtering algorithm optimal estimation flight test
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LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES
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作者 缪柏其 吴月华 刘东海 《Acta Mathematica Scientia》 SCIE CSCD 2010年第1期319-329,共11页
Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul (t), under some mild conditions the recursi... Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul (t), under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied. 展开更多
关键词 asymptotic efficiency asymptotic normality asymptotic relative efficiency least absolute deviation least squares M-ESTIMATION multivariate linear optimal estimator reeursive algorithm regression coefficients robust estimation regression model
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