| 基于LTS稳健初值的选权迭代法 |
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| 引用本文： | 杨飚,张曾科,孙政顺.基于LTS稳健初值的选权迭代法[J].科学技术与工程,2005,5(22):1720-17231727. |
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| 作者姓名： | 杨飚 张曾科 孙政顺 |
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| 作者单位： | 清华大学自动化系,北京,100084 |
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| 基金项目： | 国家“十五”攻关项目（2001609A12）资助 |
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| 摘 要： | 提出先用LTS稳健估计来确定残差的初值,然后再进行选权迭代方法。其估计结果既具有LTS方法的高失效点(BP)稳健性,又具有选权迭代方法的高估计效率。仿真表明基于LTS稳健初值的选权迭代方法能够同时抵抗来自X方向和Y方向的多个异常,具有非常强的稳健性,其计算结果与没有异常时的最小二乘估计结果一致,同时它的估计效率也达到了很高的水平。
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| 关 键 词： | 数据处理 稳健估计 异常点 选权迭代 LTS |
| 文章编号： | 1671-1815(2005)22-1720-05 |
| 收稿时间： | 07 15 2005 12:00AM |
| 修稿时间： | 2005-07-15 |
Selecting Weight Iteration Method with Initial Value by LTS |
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| YANG Biao,ZHANG Zengke,SUN Zhengshun.Selecting Weight Iteration Method with Initial Value by LTS[J].Science Technology and Engineering,2005,5(22):1720-17231727. |
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| Authors: | YANG Biao ZHANG Zengke SUN Zhengshun |
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| Institution: | Department of Automation, Tsinghua University, Beijing 100084 |
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| Abstract: | A new selecting weight iteration method is presented. It uses LTS robust estimate to ascertain the initial residuals value. The selecting weight iteration(SWI)process is started after that. The estimate results of the method take on high breakdown point robustness of LTS and high estimate efficiency of SWI. The simulation results show the novel approach can reject outliers in both X and Y directions. The robustness of the new method is very strong and its estimate result is consistent with least squares without outliers. Its estimate efficiency is also at the high level. |
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| Keywords: | data processing robust estimate outliers selecting weight iteration LTS |
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