摘要
本文提出了一种既简单又有效的稳健估计方法——附加参数法。采用本方法进行参数估计,当观测值中仅含偶然误差时,所得到的参数就是最优的最小二乘估值。当观测值中含有n_g(n_g≤2/3n—t)个粗差(或系统误差或异常数据)时,一般能全部准确定位并改正之,从而得到与只含偶然误差时精度相同的估值,且能准确评定估值的精度,本文还对多个粗差定位作了简要的讨论,提出了多个粗差准确定位的数量标准。
The robust estimation with additional parameters has been developed in this paper for simple and efficient estimating the unknown parameters. If the observations consist only of random errors, the estimates of unknown parameters will be the optimal results of least square estimates. If the ovservations consist of n_(?)(n_(?)≤2/3n—t)gross errors (or systimatic errors), they can be located and corrected exactly, so that we can obtain estimates as good as the first case. This paper also discusses the problem of locating more than one gross errors.
出处
《武测科技》
北大核心
1992年第4期5-11,共7页
