Outliers,inliers and the generalized least trimmed squares estimator in system identification
Erwei BAI
摘要：The least trimmed squares estimator (LTS) is a well known robust estimator in terms of protecting the estimate fiom the outliers. Its high computational complexity is however a problem in practice. We show that the LTS estimate can be obtained by a simple algorithm with the complexity O( NIn N) for hrge N, where N is the number of measurements. We also show that though the LTS is robust in terms of the outliers, it is sensitive to the inliers. The concept of the inliers is introduced. Moreover, the Generalized Least Trimmed Squares estimator (GLTS) together with its solution are presented that reduces the effect of both the outliers and the inliers.
机标关键词：system identificationleast trimmed squarescomputational complexitysimple algorithmrobust estimator
分类号：O1(数学)
论文发表日期：2003-01-01
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：11( 17-27 )
英文信息