Robust identification
From MaRDI portal
Publication:1138529
DOI10.1016/0005-1098(80)90086-2zbMath0431.93054OpenAlexW2912388896MaRDI QIDQ1138529
Yakov Z. Tsypkin, Boris T. Polyak
Publication date: 1980
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(80)90086-2
sensitivitymaximum likelihood estimationrobust identificationnonlinear regressionleast squares approximationsrecurrent estimation
Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Related Items
Analysis of robust stochastic approximation algorithms for process identification, An entropy-like estimator for robust parameter identification, Optimality of central and projection algorithms for bounded uncertainty, Maximum likelihood estimators and worst case optimal algorithms for system identification, Methods for recursive robust estimation of AR parameters, Principle component analysis: robust versions, Nonlinear least-absolute-values and minimax model fitting, Incremental gradient-free method for nonsmooth distributed optimization, Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions, Truncated stochastic approximation with moving bounds: convergence, Recursive M-estimators of location, Robust identification, Finite-time convergence rates of distributed local stochastic approximation, Maximum likelihood and prediction error methods, Distributed subgradient method for multi-agent optimization with quantized communication, Unnamed Item, Optimal estimation theory for dynamic systems with set membership uncertainty: An overview, Rate of convergence of truncated stochastic approximation procedures with moving bounds, Gradient-free method for nonsmooth distributed optimization, Convergence of a recursive robust algorithm with strongly regular observations, Algorithms of robust stochastic optimization based on mirror descent method, Robust identification under correlated and non-Gaussian noises: WMLLM procedure, Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation, M-estimators and gnostical estimators for identification of a regression model, Stochastic approximation type estimators in linear models, An adaptive robustizing approach to Kalman filtering, Theory and applications of adaptive control - a survey
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust filtering algorithms
- Robust identification
- Algorithms for the Huber estimator in multiple regression
- Robust estimation in the linear model
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Adaption and learning in automatic systems. Translated by Z. J. Nikolic
- Prediction error identification methods for stationary stochastic processes
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- Robust state estimation in uncertain systems: Combined detection-estimation with incremental MSE criterion
- Robust estimation via stochastic approximation
- A Note on Huber's Robust Estimation of a Location Parameter
- Robust Estimation of a Location Parameter
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Robust Estimates of Location: Survey and Advances
- The 1972 Wald Lecture Robust Statistics: A Review
- Robust estimation: A condensed partial survey