| 引用本文: | 赵豫红,顾钟文,周春晖.测量误差协方差矩阵的鲁棒估计[J].控制理论与应用,2001,18(5):697~701.[点击复制] |
| ZHAO Yu-hong,GU Zhong-wen,ZHOU Chun-hui.Robust Estimation of Measurement Error Covariance[J].Control Theory and Technology,2001,18(5):697~701.[点击复制] |
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| 测量误差协方差矩阵的鲁棒估计 |
| Robust Estimation of Measurement Error Covariance |
| 摘要点击 4062 全文点击 1368 投稿时间：1999-06-18 修订日期：2000-10-30 |
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| DOI编号 10.7641/j.issn.1000-8152.2001.5.012 |
| 2001,18(5):697-701 |
| 中文关键词 误差协方差阵 鲁棒估计 Hampel三截尾估计 过失误差 |
| 英文关键词 measurement error covariance robust estimation Hampel's three part redescending M estimators gross error |
| 基金项目 |
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| 中文摘要 |
| 由于经典的误差协方差阵间接估计方法对于过失误差的存在非常敏感, 本文提出了一种基于Hampel三截尾估计的间接估计方法, 在无过失误差和存在过失误差的情况下都能给出测量误差协方差矩阵可靠的估计. 两个仿真实例表明了算法的鲁棒性. |
| 英文摘要 |
| Conventional indirect estimations of measurement error covariance are very sensitive to gross errors. A new robust indirect algorithm based on Hampel's three part redescending M estimators is developed. Credible results can be achieved either with or without the presence of external causes. Two examples are provided to demonstrate the robustness of the proposed method. |