A Robust High-Order Mixed L2-Linfty Estimation for Linear-in-the-Parameters Models

  • Authors:
  • Qi Zhu;Ying Qiao;Shaohua Tan

  • Affiliations:
  • Department of Computer Science, University of Houston-Victoria, Victoria, USA 77901;CGGVeritas, Houston, USA 77072;Department of Electrical Engineering, National University of Singapore, Singapore, Singapore 119260

  • Venue:
  • Journal of Scientific Computing
  • Year:
  • 2009

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Abstract

A new algorithm called Mixed L2-Linfty (ML2) estimation is proposed in this paper; it combines both the weighted least squares and the worst-case parameter estimations together as the cost function and strikes the right balance between them. A robust ML2 algorithm and a practical approximate robust ML2 algorithm are also developed under disturbance signals. The properties of the new robust ML2 algorithm are analyzed and the simulation results are given to show the convergence and the validity.