Title :
Least absolute values estimation: computational aspects
Author :
Fiodorov, Evgenii D.
fDate :
3/1/1994 12:00:00 AM
Abstract :
A problem that often arises in system identification, the problem of robust parametric estimation, is addressed. A high efficient technique is developed for the recurrent LAV estimation. Due to the direct minimization algorithm, the proposed technique requires half as many independent variables as compared to the simplex method of linear programming, most commonly applied for the LAV estimation. The computational realization is based on the finite iterative scheme
Keywords :
iterative methods; least squares approximations; minimisation; parameter estimation; computational aspects; direct minimization algorithm; finite iterative scheme; identification; least absolute values estimation; recurrent estimation; robust parametric estimation; Equations; Iterative algorithms; Linear programming; Linear regression; Mathematical programming; Minimization methods; Parameter estimation; Robustness; System identification; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
