Robust maximum likelihood estimation for stochastic state space model with observation outliers
Author:
Publisher
Informa UK Limited
Subject
Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207721.2015.1018369
Reference23 articles.
1. Robust Weighted Likelihood Estimation of Exponential Parameters
2. A random least-trimmed-squares identification algorithm
3. Estimating Time-Series Models From Irregularly Spaced Data
4. A Bayesian approach to outlier detection and residual analysis
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Outliers Treatment in State-Space Modeling in View of Parameter and Prediction Accuracy;2023
2. Maximum likelihood based identification methods for rational models;International Journal of Systems Science;2019-10-01
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