• DocumentCode
    3035322
  • Title

    Parameter estimation in the presence of non-Gaussian noise

  • Author

    Salzwedel, H.

  • Author_Institution
    Systems Control, Inc., Palo Alto, California
  • fYear
    1980
  • fDate
    10-12 Dec. 1980
  • Firstpage
    679
  • Lastpage
    680
  • Abstract
    A method for parameter estimation is derived that is insensitive to the noise distribution, and an example of its use for nonlinear systems is given. The method combines the sensitivity of the maximum-likelihood parameter estimator with the robustness of order statistics to reduce estimation uncertainty significantly, with only a slight increase in the variance. This algorithm shows improvements over conventional parameter estimates, in particular, in the case of small data sets.
  • Keywords
    Control systems; Distribution functions; Noise robustness; Nonlinear control systems; Parameter estimation; Probability density function; Probability distribution; Random variables; Statistical distributions; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
  • Conference_Location
    Albuquerque, NM, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1980.271885
  • Filename
    4046751
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3035322