A forward regression algorithm based on M-estimators

Authors:
Xia Hong;Sheng Chen
Affiliations:
Department of Cybernetics, University of Reading, Reading, UK;School of Electronics and Computer Science, University of Southampton, Southampton, UK
Venue:
CONTROL'05 Proceedings of the 2005 WSEAS international conference on Dynamical systems and control
Year:
2005

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Abstract

This paper introduces an orthogonal forward regression (OFR) model structure selection algorithm based on the M-estimators. The basic idea of the proposed approach is to incorporate an IRLS inner loop into the modified Gram-Schmidt procedure. In this manner the OFR algorithm is extended to bad data conditions with improved performance due to M-estimators' inherent robustness to outliers. An illustrative example is included to demonstrate the effectiveness of the proposed algorithm.