Constrained logarithmic least squares in parameter estimation

Er-Wei Bai; Yinyu Ye

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Constrained logarithmic least squares in parameter estimation

机译：参数估计中的约束对数最小二乘

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摘要

This paper first shows that while robust in terms of the average output error, the least squares estimate is sensitive to outliers with respect to the maximum output error. In fact the worst case output error of the least squares can go unbounded. Then, a constrained logarithmic least squares for system identification is proposed. Analytic center algorithms are presented to solve this constrained logarithmic least squares problem

机译：本文首先表明，尽管就平均输出误差而言是稳健的，但最小二乘估计相对于最大输出误差对异常值敏感。实际上，最小平方的最坏情况下的输出误差可以无限。然后，提出了一种约束对数最小二乘用于系统辨识。提出了解析中心算法来解决该约束对数最小二乘问题

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《IEEE Transactions on Automatic Control》 |1999年第1期|p.182-186|共5页
作者
Er-Wei Bai; Yinyu Ye;
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正文语种 eng
中图分类自动化系统;
关键词
discrete time systems; least squares approximations; minimax techniques; parameter estimation; SISO systems; constrained logarithmic least squares; discrete time systems; identification; minimax technique; output error; parameter estimation;

机译：离散时间系统;最小二乘近似;极小极大值技术;参数估计;SISO系统;约束对数最小二乘方;离散时间系统;识别;极小极大值技术;输出误差;参数估计;

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专利

1. Constrained logarithmic least squares in parameter estimation [J] . Er-Wei Bai, Yinyu Ye IEEE Transactions on Automatic Control . 1999,第1期

机译：参数估计中的约束对数最小二乘
2. Developing an Improved Parameter Estimation Method for the Segmented Taper Equation through Combination of Constrained Two-Dimensional Optimum Seeking and Least Square Regression [J] . Lifeng Pang, Yongpeng Ma, Ram P. Sharma, Forests . 2016,第9期

机译：通过约束二维最优寻和最小二乘回归相结合的方法来开发分段锥方程参数估计的改进方法
3. A fast algorithm for AR parameter estimation using a novel noise-constrained least-squares method. [J] . Xia Y, Kamel MS, Leung H Neural Networks: The Official Journal of the International Neural Network Society . 2010,第3期

机译：一种使用新颖的噪声约束最小二乘法的AR参数估计快速算法。
4. ARCH PARAMETER ESTIMATION VIA CONSTRAINED TWO STAGE LEAST SQUARES METHOD [C] . Saman Mousazadeh, Mahmood Karimi, Mehdi Farrokhrooz International Symposium on Signal Processing and its Applications . 2007

机译：Arch参数估计通过约束两个阶段最小二乘法方法
5. Fitting of Lotka-Volterra Model for Coupled Population Growth Data Through Least-Squares Estimation of Parameters [D] . Harter, Jessica. 2020

机译：拟合Lotka-Volterra模型，用于通过最小二乘估计参数的耦合群体增长数据
6. High-Accuracy Decoupling Estimation of the Systematic Coordinate Errors of an INS and Intensified High Dynamic Star Tracker Based on the Constrained Least Squares Method [O] . Jie Jiang, Wenbo Yu, Guangjun Zhang 2017

机译：基于约束最小二乘法的INS和增强型高动态星跟踪器系统坐标误差的高精度解耦估计
7. Developing an Improved Parameter Estimation Method for the Segmented Taper Equation through Combination of Constrained Two-Dimensional Optimum Seeking and Least Square Regression [O] . Lifeng Pang, Yongpeng Ma, Ram P. Sharma, 2016

机译：结合约束二维最优寻求和最小二乘回归建立一种改进的分段锥度方程参数估计方法
8. Logarithmic Least Mean Square Sound-Field Estimation [R] . Zimmer, W. M. 1987

机译：对数最小均方声场估计

Constrained logarithmic least squares in parameter estimation

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