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The least squares: output error sensitivity and the constrained logarithmic algorithm

被引：0
|
作者：
Bai, EW [1 ]
Ye, YY [1 ]
机构：
[1] Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA
来源：
PROCEEDINGS OF THE 1998 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 1998年
关键词：
D O I：
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中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
It is shown in the paper that while robust in terms of the average output error, the least squares estimate is sensitive to outliers with respect to the maximum output error. In fact the worst-case output error of the least squares can go unbounded. Then, a constrained logarithmic least squares for system identification is applied to solve problem.
引用
收藏
页码：3570 / 3574
页数：5
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