An Entropy-Like Estimator for Robust Parameter Identification
This paper describes the basic ideas behind a novel prediction error parameter identification algorithm exhibiting high robustness with respect to outlying data. Given the low sensitivity to outliers, these can be more easily identified by analysing the residuals of the fit. The devised cost functio...
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| Format: | Article |
| Language: | English |
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MDPI AG
2009-10-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/11/4/560/ |