Application of a robustness measure for parameter estimation

Author

Thompson, Michael W.

Author_Institution

Dept. of Electr. Eng., Colorado State Univ., Fort Collins, CO, USA

fYear

1989

fDate

14-16 Aug 1989

Firstpage

1154

Abstract

The application of a novel approach to robust parameter estimation is investigated. As opposed to schemes based on classical saddlepoint techniques, this new approach is based on geometric concepts. An advantage to this method is that quantitative measures of robustness, which can be applied to finite sample and/or asymptotic studies, for a particular estimator can be obtained. These robustness measures are used to compare the robustness and performance characteristics of three location estimation schemes for the case where the data are modeled by independent and nominally identically distributed Laplace random variables. The three estimators studied are the sample mean, the sample median, and a censored sample mean estimate

Keywords

estimation theory; censored sample mean estimate; distributed Laplace random variables; location estimation schemes; parameter estimation; robustness measure; sample mean; sample median; Additive noise; Amplitude estimation; Electric variables measurement; Maximum likelihood estimation; Noise robustness; Parameter estimation; Particle measurements; Random variables; Signal processing; State estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1989., Proceedings of the 32nd Midwest Symposium on

Conference_Location

Champaign, IL

Type

conf

DOI

10.1109/MWSCAS.1989.102060

Filename

102060