✦ LIBER ✦

Modified maximum likelihood method for the robust estimation of system parameters from very noisy data

✍ Scribed by S. Puthenpura; N.K. Sinha

Publisher: Elsevier Science
Year: 1986
Tongue: English
Weight: 304 KB
Volume: 22
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(86)90085-3

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✦ Synopsis

When experiments are conducted there is always a chance of the occurrence of large measurement errors (outliers). Common identification methods like generalized least squares, maximum likelihood etc. may not converge in these situations due to the presence of oufliers. Here we present a method for the robust estimation of system parameters based on the censoring of data and employing the maximum likelihood estimation. Several simulated examples show that the modified maximum likelihood method works welt in situations where other methods failed.