Robust estimation of Known Signals | |
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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 |
收錄於 | |
產學合作 | |
通訊作者 | |
審稿制度 | |
國別 | TWN |
公開徵稿 | |
出版型式 | 紙本 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/76463 ) |