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Data-driven source-load robust optimal scheduling of integrated energy production unit including hydrogen energy coupling 被引量:1
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作者 Jinling Lu Dingyue Huang Hui Ren 《Global Energy Interconnection》 EI CSCD 2023年第4期375-388,共14页
A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations... A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations in integrated energy systems(IESs)in the operation scheduling problem of integrated energy production units(IEPUs).First,to solve the problem of inaccurate prediction of renewable energy output,an improved robust kernel density estimation method is proposed to construct a data-driven uncertainty output set of renewable energy sources statistically and build a typical scenario of load uncertainty using stochastic scenario reduction.Subsequently,to resolve the problem of insufficient utilization of hydrogen energy in existing IEPUs,a robust low-carbon economic optimal scheduling model of the source-load interaction of an IES with a hydrogen energy system is established.The system considers the further utilization of energy using hydrogen energy coupling equipment(such as hydrogen storage devices and fuel cells)and the comprehensive demand response of load-side schedulable resources.The simulation results show that the proposed robust stochastic optimization model driven by data can effectively reduce carbon dioxide emissions,improve the source-load interaction of the IES,realize the efficient use of hydrogen energy,and improve system robustness. 展开更多
关键词 Hydrogen energy coupling DATA-DRIVEN robust kernel density estimation robust optimization Integrated demand response
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Robust Frequency Estimation Under Additive Symmetric α-Stable Gaussian Mixture Noise
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作者 Peng Wang Yulu Tian +1 位作者 Bolong Men Hailong Song 《Intelligent Automation & Soft Computing》 SCIE 2023年第4期83-95,共13页
Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetric... Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators. 展开更多
关键词 Additive symmetricα-stable Gaussian mixture metropolis-hastings algorithm robust frequency estimation probability density function approximation
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Robust Estimators for Poisson Regression
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作者 Idriss Abdelmajid Idriss Weihu Cheng 《Open Journal of Statistics》 2023年第1期112-118,共7页
The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation st... The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators. 展开更多
关键词 Poisson Regression Model Maximum Likelihood Estimator robust Estimation Contaminated Model Weighted Maximum Likelihood Estimator
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Uncertain information fusion with robust adaptive neural networks-fuzzy reasoning 被引量:2
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作者 Zhang Yinan Sun Qingwei +2 位作者 Quan He Jin Yonggao Quan Taifan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2006年第3期495-501,共7页
In practical multi-sensor information fusion systems, there exists uncertainty about the network structure, active state of sensors, and information itself (including fuzziness, randomness, incompleteness as well as ... In practical multi-sensor information fusion systems, there exists uncertainty about the network structure, active state of sensors, and information itself (including fuzziness, randomness, incompleteness as well as roughness, etc). Hence it requires investigating the problem of uncertain information fusion. Robust learning algorithm which adapts to complex environment and the fuzzy inference algorithm which disposes fuzzy information are explored to solve the problem. Based on the fusion technology of neural networks and fuzzy inference algorithm, a multi-sensor uncertain information fusion system is modeled. Also RANFIS learning algorithm and fusing weight synthesized inference algorithm are developed from the ANFIS algorithm according to the concept of robust neural networks. This fusion system mainly consists of RANFIS confidence estimator, fusing weight synthesized inference knowledge base and weighted fusion section. The simulation result demonstrates that the proposed fusion model and algorithm have the capability of uncertain information fusion, thus is obviously advantageous compared with the conventional Kalman weighted fusion algorithm. 展开更多
关键词 uncertain information information fusion neural networks fuzzy inference robust estimate.
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Robust Dataset Classification Approach Based on Neighbor Searching and Kernel Fuzzy C-Means 被引量:7
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作者 Li Liu Aolei Yang +3 位作者 Wenju Zhou Xiaofeng Zhang Minrui Fei Xiaowei Tu 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI 2015年第3期235-247,共13页
Dataset classification is an essential fundament of computational intelligence in cyber-physical systems(CPS).Due to the complexity of CPS dataset classification and the uncertainty of clustering number,this paper foc... Dataset classification is an essential fundament of computational intelligence in cyber-physical systems(CPS).Due to the complexity of CPS dataset classification and the uncertainty of clustering number,this paper focuses on clarifying the dynamic behavior of acceleration dataset which is achieved from micro electro mechanical systems(MEMS)and complex image segmentation.To reduce the impact of parameters uncertainties with dataset classification,a novel robust dataset classification approach is proposed based on neighbor searching and kernel fuzzy c-means(NSKFCM)methods.Some optimized strategies,including neighbor searching,controlling clustering shape and adaptive distance kernel function,are employed to solve the issues of number of clusters,the stability and consistency of classification,respectively.Numerical experiments finally demonstrate the feasibility and robustness of the proposed method. 展开更多
关键词 Dataset classification neighbor searching variable weight kernel fuzzy c-means robustness estimation
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Robust Video Stabilization Based on Motion Vectors 被引量:3
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作者 宋利 周源华 周军 《Journal of Shanghai University(English Edition)》 CAS 2005年第1期46-51,共6页
This paper proposes a new robust video stabilization algorithm to remove unwanted vibrations in video sequences. A complete theoretical analysis is first established for video stabilization, providing a basis for new ... This paper proposes a new robust video stabilization algorithm to remove unwanted vibrations in video sequences. A complete theoretical analysis is first established for video stabilization, providing a basis for new stabilization algorithm. Secondly, a new robust global motion estimation (GME) algorithm is proposed. Different from classic methods, the GME algorithm is based on spatial-temporal filtered motion vectors computed by block-matching methods. In addition, effective schemes are employed in correction phase to prevent boundary artifacts and error accumulation. Experiments show that the proposed algorithm has satisfactory stabilization effects while maintaining good tradeoff between speed and precision. 展开更多
关键词 video stabilization global motion robust estimation.
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GNSS receiver autonomous integrity monitoring(RAIM)algorithm based on robust estimation 被引量:16
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作者 Yuanxi Yang Junyi Xu 《Geodesy and Geodynamics》 2016年第2期117-123,共7页
Integrity is significant for safety-of-life applications. Receiver autonomous integrity monitoring(RAIM) has been developed to provide integrity service for civil aviation. At first,the conventional RAIM algorithm i... Integrity is significant for safety-of-life applications. Receiver autonomous integrity monitoring(RAIM) has been developed to provide integrity service for civil aviation. At first,the conventional RAIM algorithm is only suitable for single fault detection, single GNSS constellation. However, multiple satellite failure should be considered when more than one satellite navigation system are adopted. To detect and exclude multi-fault, most current algorithms perform an iteration procedure considering all possible fault model which lead to heavy computation burden. An alternative RAIM is presented in this paper based on multiple satellite constellations(for example, GPS and Bei Dou(BDS) etc.) and robust estimation for multi-fault detection and exclusion, which can not only detect multi-failures,but also control the influences of near failure observation. Besides, the RAIM algorithm based on robust estimation is more efficient than the current RAIM algorithm for multiple constellation and multiple faults. Finally, the algorithm is tested by GPS/Bei Dou data. 展开更多
关键词 GNSS Integrity Receiver autonomous integrity monitoring(RAIM) robust estimation Fault detection
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Improved adaptively robust estimation algorithm for GNSS spoofer considering continuous observation error 被引量:2
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作者 GAO Yangjun LI Guangyun +2 位作者 LYU Zhiwei ZHANG Lundong LI Zhongpan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第5期1237-1248,共12页
Once the spoofer has controlled the navigation sys-tem of unmanned aerial vehicle(UAV),it is hard to effectively control the error convergence to meet the threshold condition only by adjusting parameters of estimation... Once the spoofer has controlled the navigation sys-tem of unmanned aerial vehicle(UAV),it is hard to effectively control the error convergence to meet the threshold condition only by adjusting parameters of estimation if estimation of the spoofer on UAV has continuous observation error.Aiming at this problem,the influence of the spoofer’s state estimation error on spoofing effect and error convergence conditions is theoretically analyzed,and an improved adaptively robust estimation algo-rithm suitable for steady-state linear quadratic estimator is pro-posed.It enables the spoofer’s estimator to reliably estimate UAV status in real time,improves the robustness of the estima-tor in responding to observation errors,and accelerates the con-vergence time of error control.Simulation experiments show that the mean value of normalized innovation squared(NIS)is reduced by 88.5%,and the convergence time of NIS value is reduced by 76.3%,the convergence time of true trajectory error of UAV is reduced by 42.3%,the convergence time of estimated trajectory error of UAV is reduced by 67.4%,the convergence time of estimated trajectory error of the spoofer is reduced by 33.7%,and the convergence time of broadcast trajectory error of the spoofer is reduced by 54.8%when the improved algorithm is used.The improved algorithm can make UAV deviate from pre-set trajectory to spoofing trajectory more effectively and more subtly. 展开更多
关键词 SPOOFING unmanned aerial vehicle(UAV) spoofer adaptively robust estimation global navigation satellite system(GNSS) normalized innovation squared(NIS)
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Numerical Robust Stability Estimation in Milling Process 被引量:1
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作者 ZHANG Xiaoming ZHU Limin +1 位作者 DING Han XIONG Youlun 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2012年第5期953-959,共7页
The conventional prediction of milling stability has been extensively studied based on the assumptions that the milling process dynamics is time invariant. However, nominal cutting parameters cannot guarantee the stab... The conventional prediction of milling stability has been extensively studied based on the assumptions that the milling process dynamics is time invariant. However, nominal cutting parameters cannot guarantee the stability of milling process at the shop floor level since there exists many uncertain factors in a practical manufacturing environment. This paper proposes a novel numerical method to estimate the upper and lower bounds of Lobe diagram, which is used to predict the milling stability in a robust way by taking into account the uncertain parameters of milling system. Time finite element method, a milling stability theory is adopted as the conventional deterministic model. The uncertain dynamics parameters are dealt with by the non-probabilistic model in which the parameters with uncertainties are assumed to be bounded and there is no need for probabilistic distribution densities functions. By doing so, interval instead of deterministic stability Lobe is obtained, which guarantees the stability of milling process in an uncertain milling environment, In the simulations, the upper and lower bounds of Lobe diagram obtained by the changes of modal parameters of spindle-tool system and cutting coefficients are given, respectively. The simulation results show that the proposed method is effective and can obtain satisfying bounds of Lobe diagrams. The proposed method is helpful for researchers at shop floor to making decision on machining parameters selection. 展开更多
关键词 robust stability estimation sensitivity analysis interval arithmetic decision making
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Robust Spectral Estimation of Track Irregularity 被引量:2
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作者 傅文娟 陈春俊 《Journal of Southwest Jiaotong University(English Edition)》 2005年第1期44-48,共5页
Because the existing spectral estimation methods for railway track irregularity analysis are very sensitive to outliers, a robust spectral estimation method is presented to process track irregularity signals. The prop... Because the existing spectral estimation methods for railway track irregularity analysis are very sensitive to outliers, a robust spectral estimation method is presented to process track irregularity signals. The proposed robust method is verified using 100 groups of clean/contaminated data reflecting he vertical profile irregularity taken from Bejing-Guangzhou railway with a sampling frequency of 33 data every ~10 m, and compared with the Auto Regressive (AR) model. The experimental results show that the proposed robust estimation is resistible to noise and insensitive to outliers, and is superior to the AR model in terms of efficiency, stability and reliability. 展开更多
关键词 robustNESS robust spectral estimation Railway track spectra Railway track irregularity
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Exploiting Robust Estimators in Phase Correlation of 3D Point Clouds for 6 DoF Pose Estimation 被引量:3
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作者 Yusheng XU Rong HUANG +1 位作者 Xiaohua TONG Uwe STILLA 《Journal of Geodesy and Geoinformation Science》 2021年第3期72-90,共19页
Point cloud registration is a fundamental task in both remote sensing,photogrammetry,and computer vision,which is to align multiple point clouds to the same coordinate frame.Especially in LiDAR odometry,by conducting ... Point cloud registration is a fundamental task in both remote sensing,photogrammetry,and computer vision,which is to align multiple point clouds to the same coordinate frame.Especially in LiDAR odometry,by conducting the transformation between two adjacent scans,the pose of the platform can be estimated.To be specific,the goal is to recover the relative six-degree-of-freedom(6 DoF)pose between the source point cloud and the target point cloud.In this paper,we explore the use of robust estimators in the phase correlation when registering two point clouds,enabling a 6 DoF pose estimation between point clouds in a sub-voxel accuracy.The estimator is a rule for calculating an estimate of a given quantity based on observed data.A robust estimator is an estimation rule that is insensitive to nonnormality and can estimate parameters of a given objective function from noisy observations.The proposed registration method is theoretically insensitive to noise and outliers than correspondence-based methods.Three core steps are involved in the method:transforming point clouds from the spatial domain to the frequency domain,decoupling of rotations and translations,and using robust estimators to estimate phase shifts.Since the estimation of transformation parameters lies in the calculation of phase shifts,robust estimators play a vital role in shift estimation accuracy.In this paper,we have tested the performance of six different robust estimators and provide comparisons and discussions on the contributions of robust estimators in the 3D phase correlation.Different point clouds from two urban scenarios and one indoor scene are tested.Results validate the proposed method can reach performance that predominant rotation and translation errors reaching less than 0.5°and 0.5 m,respectively.Moreover,the performance of various tested robust estimators is compared and discussed. 展开更多
关键词 REGISTRATION phase correlation robust estimators pose estimation
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Robust estimation algorithm for multiple-structural data
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作者 Zhiling Wang Zonghai Chen 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第5期900-906,共7页
This paper proposes a robust method of parameter estimation and data classification for multiple-structural data based on the linear error in variable(EIV) model.The traditional EIV model fitting problem is analyzed... This paper proposes a robust method of parameter estimation and data classification for multiple-structural data based on the linear error in variable(EIV) model.The traditional EIV model fitting problem is analyzed and a robust growing algorithm is developed to extract the underlying linear structure of the observed data.Under the structural density assumption,the C-step technique borrowed from the Rousseeuw's robust MCD estimator is used to keep the algorithm robust and the mean-shift algorithm is adopted to ensure a good initialization.To eliminate the model ambiguities of the multiple-structural data,statistical hypotheses tests are used to refine the data classification and improve the accuracy of the model parameter estimation.Experiments show that the efficiency and robustness of the proposed algorithm. 展开更多
关键词 robust estimation computer vision linear error in variable(EIV) model multiple-structural data MEAN-SHIFT C-step.
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Robust H_2 estimation and control
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作者 LihuaXIE YengChaiSOH +1 位作者 ChunlingDU YunZOU 《控制理论与应用(英文版)》 EI 2004年第1期20-26,共7页
This paper is concerned with the H2 estimation and control problems for uncertain discretetime systems with norm-bounded parameter uncertainty. We first present an analysis result on H2 norm bound for a stable uncerta... This paper is concerned with the H2 estimation and control problems for uncertain discretetime systems with norm-bounded parameter uncertainty. We first present an analysis result on H2 norm bound for a stable uncertain system in terms of linear matrix inequalities (LMIs). A solution to the robust H2 estimation problem is then derived in terms of two LMIs. As compared to the existing results, our result on robust H2 estimation is more general. In addition, explicit search of appropriate scaling parameters is not needed as the optimization is convex in the scaling parameters. The LMI approach is also extended to solve the robust H2 control problem which has been difficult for the traditional Riccati equation approach since no separation principle has been known for uncertain systems. The design approach is demonstrated through a simple example. 展开更多
关键词 Uncertain systems robust estimation H2 control Linear matrix inequalities Convex optimization
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Robust and Efficient Reliability Estimation for Exponential Distribution
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作者 Muhammad Aslam Mohd Safari Nurulkamal Masseran Muhammad Hilmi Abdul Majid 《Computers, Materials & Continua》 SCIE EI 2021年第11期2807-2824,共18页
In modeling reliability data,the exponential distribution is commonly used due to its simplicity.For estimating the parameter of the exponential distribution,classical estimators including maximum likelihood estimator... In modeling reliability data,the exponential distribution is commonly used due to its simplicity.For estimating the parameter of the exponential distribution,classical estimators including maximum likelihood estimator represent the most commonly used method and are well known to be efficient.However,the maximum likelihood estimator is highly sensitive in the presence of contamination or outliers.In this study,a robust and efficient estimator of the exponential distribution parameter was proposed based on the probability integral transform statistic.To examine the robustness of this new estimator,asymptotic variance,breakdown point,and gross error sensitivity were derived.This new estimator offers reasonable protection against outliers besides being simple to compute.Furthermore,a simulation study was conducted to compare the performance of this new estimator with the maximum likelihood estimator,weighted likelihood estimator,and M-scale estimator in the presence of outliers.Finally,a statistical analysis of three reliability data sets was conducted to demonstrate the performance of the proposed estimator. 展开更多
关键词 Exponential distribution M-ESTIMATOR probability integral transform statistic robust estimation RELIABILITY
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A method of Robust low-angle target height and compound reflection coefficient joint estimation
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作者 WANG Shenghua CAO Yunhe LIU Yutao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第2期322-329,共8页
It is always a challenging issue for radar systems to estimate the height of a low-angle target in the multipath propagation environment.The highly deterministic maximum likelihood estimator has a high accuracy,but th... It is always a challenging issue for radar systems to estimate the height of a low-angle target in the multipath propagation environment.The highly deterministic maximum likelihood estimator has a high accuracy,but the errors of the ground reflection coefficient and the reflecting surface height have serious influence on the method.In this paper,a robust es-timation method with less computation burden is proposed based on the compound reflection coefficient multipath model for low-angle targets.The compound reflection coefficient is es-timated from the received data of the array and then a one-di-mension generalized steering vector is constructed to estimate the target height.The algorithm is robust to the reflecting sur-face height error and the ground reflection coefficient error.Fi-nally,the experiment and simulation results demonstrate the validity of the proposed method. 展开更多
关键词 low-angle target robust joint estimation compound reflection coefficient MULTIPATH direction of arrival(DOA)
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l_(1)-norm Based GWLP for Robust Frequency Estimation
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作者 Yuan Chen Liangtao Duan +1 位作者 Weize Sun Jingxin Xu 《Journal on Big Data》 2019年第3期107-116,共10页
In this work,we address the frequency estimation problem of a complex single-tone embedded in the heavy-tailed noise.With the use of the linear prediction(LP)property and l_(1)-norm minimization,a robust frequency est... In this work,we address the frequency estimation problem of a complex single-tone embedded in the heavy-tailed noise.With the use of the linear prediction(LP)property and l_(1)-norm minimization,a robust frequency estimator is developed.Since the proposed method employs the weighted l_(1)-norm on the LP errors,it can be regarded as an extension of the l_(1)-generalized weighted linear predictor.Computer simulations are conducted in the environment of α-stable noise,indicating the superiority of the proposed algorithm,in terms of its robust to outliers and nearly optimal estimation performance. 展开更多
关键词 robust frequency estimation linear prediction impulsive noise weighted l_(1)-norm minimization
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Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method
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作者 Perović Gligorije 《Open Journal of Statistics》 2020年第4期640-650,共11页
A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inve... A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inverse problem solution is given, namely a (new) robust method for estimation of variances of both distributions—PEROBVC Method, as well as the estimates for the numbers of observations for both distributions and, in this way also the estimate of contamination degree. 展开更多
关键词 Non-Homogeneous Sets of Empirical Variances PERG Mixed Distribution of Empirical Variances robust Variance Components Estimation—PEROBVC Method
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Recent Advances in the Geodesy Data Processing 被引量:1
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作者 Jianjun ZHU Leyang WANG +3 位作者 Jun HU Bofeng LI Haiqiang FU Yibin YAO 《Journal of Geodesy and Geoinformation Science》 CSCD 2023年第3期33-45,共13页
Geodetic functional models,stochastic models,and model parameter estimation theory are fundamental for geodetic data processing.In the past five years,through the unremitting efforts of Chinese scholars in the field o... Geodetic functional models,stochastic models,and model parameter estimation theory are fundamental for geodetic data processing.In the past five years,through the unremitting efforts of Chinese scholars in the field of geodetic data processing,according to the application and practice of geodesy,they have made significant contributions in the fields of hypothesis testing theory,un-modeled error,outlier detection,and robust estimation,variance component estimation,complex least squares,and ill-posed problems treatment.Many functional models such as the nonlinear adjustment model,EIV model,and mixed additive and multiplicative random error model are also constructed and improved.Geodetic data inversion is an important part of geodetic data processing,and Chinese scholars have done a lot of work in geodetic data inversion in the past five years,such as seismic slide distribution inversion,intelligent inversion algorithm,multi-source data joint inversion,water reserve change and satellite gravity inversion.This paper introduces the achievements of Chinese scholars in the field of geodetic data processing in the past five years,analyzes the methods used by scholars and the problems solved,and looks forward to the unsolved problems in geodetic data processing and the direction that needs further research in the future. 展开更多
关键词 stochastic model functional model robust estimation variance component estimation geodetic data inversion
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Weighted Maximum Likelihood Technique for Logistic Regression
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作者 Idriss Abdelmajid Idriss Weihu Cheng Yemane Hailu Fissuh 《Open Journal of Statistics》 2023年第6期803-821,共19页
In this paper, a weighted maximum likelihood technique (WMLT) for the logistic regression model is presented. This method depended on a weight function that is continuously adaptable using Mahalanobis distances for pr... In this paper, a weighted maximum likelihood technique (WMLT) for the logistic regression model is presented. This method depended on a weight function that is continuously adaptable using Mahalanobis distances for predictor variables. Under the model, the asymptotic consistency of the suggested estimator is demonstrated and properties of finite-sample are also investigated via simulation. In simulation studies and real data sets, it is observed that the newly proposed technique demonstrated the greatest performance among all estimators compared. 展开更多
关键词 Logistic Regression Clean Model robust Estimation Contaminated Model Weighted Maximum Likelihood Technique
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LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES
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作者 缪柏其 吴月华 刘东海 《Acta Mathematica Scientia》 SCIE CSCD 2010年第1期319-329,共11页
Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul (t), under some mild conditions the recursi... Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul (t), under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied. 展开更多
关键词 asymptotic efficiency asymptotic normality asymptotic relative efficiency least absolute deviation least squares M-ESTIMATION multivariate linear optimal estimator reeursive algorithm regression coefficients robust estimation regression model
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