• DocumentCode
    354106
  • Title

    Robust estimation of measurement error covariance

  • Author

    Yuhong, Zhao ; Zhongwen, Gu

  • Author_Institution
    Dept. of Control Sci. & Eng., Zhejiang Univ., Hangzhou, China
  • Volume
    3
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    2244
  • Abstract
    Conventional indirect estimations of measurement error covariance are very sensitive to gross errors. A 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
  • Keywords
    chemical technology; covariance matrices; estimation theory; measurement errors; process control; Hampel´s three-part redescending M-estimators; external causes; measurement error covariance; robust estimation; robust indirect algorithm; robustness; Chemical processes; Covariance matrix; Equations; Error correction; Estimation error; Measurement errors; Modems; Pollution measurement; Robustness; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
  • Conference_Location
    Hefei
  • Print_ISBN
    0-7803-5995-X
  • Type

    conf

  • DOI
    10.1109/WCICA.2000.863003
  • Filename
    863003