Robust estimation of Known Signals
學年 68
學期 1
出版(發表)日期 1979-09-01
作品名稱 Robust estimation of Known Signals
作品名稱(其他語言) 已知信號的強化估量
著者 林嘉勳; Lin, Chia-shiun; 詹益光; Jan, Yih-guang
單位 淡江大學電機工程學系
出版者 Taipei : Chinese Institute of Chemical Engineers
著錄名稱、卷期、頁數 Journal of the Chinese Institute of Engineers=中國工程學刊 2(2), pp.105-113
摘要 Two kinds of iterative estimators, based on Robbins‐Monro stochastic approximation algorithms, are investigated. It has been shown that, under a set of sufficient conditions, the estimators are robust over a known class of distributions in asymptotically min‐max sense.For illustration, we have examined the robust estimators for the ?‐normal family of distributions. Numerical and simulation results show that, for both large and small sample sizes, the robust estimators are more efficient than the sample mean estimator for those nearly Gaussian distributions.
關鍵字 已知信號
語言 en
ISSN 0253-3839
期刊性質 國內
國別 TWN
出版型式 紙本

機構典藏連結 ( )