测量误差协方差矩阵的鲁棒估计  

Robust Estimation of Measurement Error Covariance

作　　者：赵豫红[1] 顾钟文[1] 周春晖[1] 

机构地区：[1]浙江大学系统工程研究所,杭州310027

出　　处：《控制理论与应用》2001年第5期697-701,共5页Control Theory & Applications

摘　　要：由于经典的误差协方差阵间接估计方法对于过失误差的存在非常敏感 ,本文提出了一种基于Hampel三截尾估计的间接估计方法 ,在无过失误差和存在过失误差的情况下都能给出测量误差协方差矩阵可靠的估计 .两个仿真实例表明了算法的鲁棒性 .Conventional indirect estimations of measurement error covariance are very sensitive to gross errors. A new robust indirect algorithm based on Hampel's three part redescending M estimators is developed. Credible results can be achieved either with or without the presence of external causes. Two examples are provided to demonstrate the robustness of the proposed method.

关 键 词：鲁棒估计 Hampel三截尾估计 过失误差 协方差矩阵 测量误差 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]