Robust Estimation with the Estimator of Outliers
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Abstract
The difference of solutions are influenced by both observation space and design space.This paper,based on the relationship between the difference of solutions and the estimator of outliers,derives the influence function of LS estimation which is expressed by the estimator of blunders;according to the principle of equivalent weight,realizes robustifying LS estimation to observation space and design space with the method to limit the estimator of gross errors.Examples show that robust estimation with the estimator of outliers has sound robustinity to both observation space and design space.
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