t-type Estimation in the Linear Errors-in-Variables Model
Abstract This paper presents t-type robust estimation of the linear EIV model and EM algorithm. For plane fitting, different numbers of gross errors are added to both in the observation vector and the coefficient matrix. The robust effect of t-type estimation is better, and the deviation between parameters’ mean and true value is smaller by selecting the appropriate degrees of freedom.
Key words :
errors-in-variables model;t-type estimation
EM algorithm
total least squares
Fund: National Natural Science Foundation of China,No.41304020,41474006.
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