Robust estimation in multiple linear regression model with non-Gaussian noise

DOI10.1016/j.automatica.2007.06.029zbMath1283.93263OpenAlexW2051883774MaRDI QIDQ2440611

Moti L. Tiku, Aysen D. Akkaya

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.06.029

zbMATH Keywords

outliersrobustnessmodified maximum likelihoodlinear regressiondata anomaly

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10)

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A robust adaptive modified maximum likelihood estimator for the linear regression model ⋮ Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method ⋮ Stubborn state observers for linear time-invariant systems ⋮ Multiple linear regression model with stochastic design variables ⋮ Mahalanobis distance under non-normality ⋮ Estimation and hypothesis testing in BIB design and robustness ⋮ MMLEs are as good as M-estimators or better ⋮ Outlier-resistant observer-based \(H_\infty\)-consensus control for multi-rate multi-agent systems ⋮ Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers

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