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Robust identification

โœ Scribed by B.T. Poljak; Ja.Z. Tsypkin


Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
851 KB
Volume
16
Category
Article
ISSN
0005-1098

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โœฆ Synopsis


Abstraet~onvenient identification techniques based on maximum likelihood estimators (MLE) are very sensitive to deviations from assumed distributions of observations. Huber's approach to robust estimation is highly fruitful for solving identification problems under incomplete information. In the paper some robust estimators for nonlinear regression problems are proposed and their features are discussed.


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