抗差估计理论与方法研究  

Study on Robust Estimation Theory and Method

作　　者：靳奉祥[1] 

机构地区：[1]山东科技大学地球信息科学与工程学院,山东泰安271019

出　　处：《山东科技大学学报（自然科学版）》2003年第4期1-6,共6页Journal of Shandong University of Science and Technology(Natural Science)

基　　金：国家自然科学基金资助项目(40074001)

摘　　要：对线性模型的线性迭代和非线性迭代求解方法的性质进行了详细研究,分析了抗差估计理论与方法的数学性质和特点,描述了线性与非线性两种方法的解特点和解轨迹,从理论上深入研究了测量数据处理中迭代抗差估计方法的有关性质,针对估计,分析了初始值和迭代限差与收敛性和解可靠性之间的关系,解决了抗差估计方案设计和技术实现过程中的几个技术难题。In this paper, the features of linear iterative method and nonlinear iterative method of a linear model are studied in detail. Mathematical features and characters of robust estimation theory and method are analyzed. Their solution features and traces of two methods are well described, the relevant features of iterative robust estimation in the processing of meassred data are deeply studied theoretically. And the relations between initial value, iterative tolerance and convergence, reliability of L1 estimation are analyzed. Some key problems in robust estimation design and realization are well solved.

关 键 词：抗差估计 迭代限差 非线性迭代 线性模型 变权迭代法 

分 类 号：O212[理学—概率论与数理统计]