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Robust maximum-likelihood estimation of multivariable dynamic systems

โœ Scribed by Stuart Gibson; Brett Ninness


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
351 KB
Volume
41
Category
Article
ISSN
0005-1098

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Modified maximum likelihood method for t
โœ S. Puthenpura; N.K. Sinha ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 304 KB

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 t