M-ESTIMATORS AND GNOSTICAL ESTIMATORS FOR IDENTIFICATION OF A REGRESSION-MODEL

被引：2
|
作者：
NOVOVICOVA, J
机构：
[1] Institute of Information Theory and Automation, Czechoslovak Academy of Sciences, 182 08 Prague
来源：
AUTOMATICA | 1990年 / 26卷 / 03期
关键词：
Discrete time systems; disturbance rejection; estimation theory; identification; least-squares estimation; linear systems; parameter estimation; robustness; statistics; stochastic systems;
D O I：
10.1016/0005-1098(90)90033-E
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper shows that the gnostical estimators of Kovanic (1986, Automatica, 22, 657-674) for identification of a regression model with imprecisely known output and input, derived from non-statistical considerations, are equivalent to the M-estimators for a regression model with random carriers and scale parameters estimated separately. Both the theoretical and practical importance of this fact for identification is established. © 1990.
引用
收藏
页码：607 / 610
页数：4
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