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The least squares: output error sensitivity and the constrained logarithmic algorithm

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2 Author(s)
Bai, E.-W. ; Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA ; Yinyu Ye

It is shown in the paper that while robust in terms of the average output error, the least squares estimate is sensitive to outliers with respect to the maximum output error. In fact, the worst-case output error of the least squares can go unbounded. The constrained logarithmic least squares for system identification is applied to solve the problem

Published in:

American Control Conference, 1998. Proceedings of the 1998  (Volume:6 )

Date of Conference:

21-26 Jun 1998