“Convergence Aspects of Some Robust Estimators Based Upon Prefiltering of the Input-Output Data”
Authors: Rolf Henriksen and Erik Weyer,Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 1990, Vol 11, No 4, pp. 223-234.
Keywords: Decentralized estimation, least squares method, instrumental variable methods, bootstrap estimators, robust estimation, global convergence, convergence rates, stiff systems
Abstract: By prefiltering the input/output data and employing certain decentralized estimation techniques, it is possible to improve the robustness of some estimators significantly. Earlier papers on these techniques have been focused on local convergence properties of certain bootstrap estimators based upon these techniques. This paper is devoted to (1) global convergence properties, and (2) convergence rates when the underlying system is stiff.
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DOI: 10.4173/mic.1990.4.4References:
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BibTeX:
@article{MIC-1990-4-4,
title={{Convergence Aspects of Some Robust Estimators Based Upon Prefiltering of the Input-Output Data}},
author={Henriksen, Rolf and Weyer, Erik},
journal={Modeling, Identification and Control},
volume={11},
number={4},
pages={223--234},
year={1990},
doi={10.4173/mic.1990.4.4},
publisher={Norwegian Society of Automatic Control}
};