Method for Selecting Weight Iteration with Robust Initial Value

Since the least squares estimates(LS) is not sensitive to gross errors,the estimation will be incorrect,especially there are several gross errors in the observed value.Being dead against this problem,a method of robust estimation that connects linear programming with least squares estimation is given.The residuals using Linear Programming were used as initial value to iterate calculation.Test results have shown that this method has the abilities to detect and restrain multi gross error.