Robust M estimation of parameters in a linear system

DOI10.1080/09720529.2017.1358862MaRDI QIDQ5069933zbMATH OpenOpenAlexFDO

Authors Zhao Xia Huang, Fucai Qian, Jun Liu

Publication date 19 April 2022

Published in Journal of Discrete Mathematical Sciences and Cryptography (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720529.2017.1358862

zbMATH Keywords

exchangeable random variablesleast square methodlinear systemrobust M-estimation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Strong consistency of M-estimates in linear models
• scientific article; zbMATH DE number 4145172
• scientific article; zbMATH DE number 3909527
• scientific article; zbMATH DE number 431884
• Linear M-estimation with bounded variables

Cites work

• scientific article; zbMATH DE number 3928138 (Why is no real title available?)
• scientific article; zbMATH DE number 1106828 (Why is no real title available?)
• scientific article; zbMATH DE number 1829751 (Why is no real title available?)
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
• Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems
• Robust filtering under stochastic parametric uncertainties

Cited in

(6)

• Robust estimates of linear model parameters in noise having a moving average
• Robust maximum-likelihood estimation of multivariable dynamic systems
• scientific article; zbMATH DE number 3909527 (Why is no real title available?)
• scientific article; zbMATH DE number 494432 (Why is no real title available?)
• Linear M-estimation with bounded variables
• On the possibility of effenciently solving the robust estimation problem with linear constraints on the estimated vector

This page was built for publication: Robust M estimation of parameters in a linear system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5069933)