Robust identification

Authors:
B. T. Poljak;Ja. Z. Tsypkin
Affiliations:
Insitute of Control Sciences, Profsoyuznaya U1.81, Moscow, U.S.S.R.;Insitute of Control Sciences, Profsoyuznaya U1.81, Moscow, U.S.S.R.
Venue:
Automatica (Journal of IFAC)
Year:
1980

Citing 2
Cited 2

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Robust estimation via stochastic approximation

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Robust M-estimation techniques for non-Gaussian CDMA wireless channels with phased array antenna

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L-statistics based space/spatial-frequency filtering of 2D signals in heavy tailed noise

Signal Processing

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Abstract

Convenient identification techniques based on maximum likelihood estimators (MLE) are very sensitive to deviations from assumed distributions of observations. Huber's approach to robust estimation is highly fruitful for solving identification problems under incomplete information. In the paper some robust estimators for nonlinear regression problems are proposed and their features are discussed.