误差判别统计量和参数初值对抗差估计的影响分析

INFLUENCE OF STATISTICS OF ERRORS AND INITIAL PARAMETERS ON ROBUST ESTIMATION

针对抗差估计中难于获得可靠参数初值的问题,提出基于高崩溃点的初始等价权求取参数初值,以提高抗差估计的崩溃污染率。计算结果表明,采用该方法求得参数初值并求解残差能有效抵制粗差对残差的影响,有利于计算合理的等价权,在观测量粗差污染率较高时,该方法仍有效。

In robust estimation,it is very difficult to obtain robust initial parameters,so a new method which estimate initial parameters based on initial equivalent weights of high breakdown point is proposed to more effectively reject the effcets of gross errors.It is demonstrated that initial parameters estimated with the proposed method may have more reasonable equivalent weights.When the observations are seriously contaminated by gross errors,this method remains effective.