Entropy 2009, 11(4), 560-585; doi:10.3390/e11040560

An Entropy-Like Estimator for Robust Parameter Identification

Received: 7 September 2009; Accepted: 23 September 2009 / Published: 12 October 2009
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract: This paper describes the basic ideas behind a novel prediction error parameter identification algorithm exhibiting high robustness with respect to outlying data. Given the low sensitivity to outliers, these can be more easily identified by analysing the residuals of the fit. The devised cost function is inspired by the definition of entropy, although the method in itself does not exploit the stochastic meaning of entropy in its usual sense. After describing the most common alternative approaches for robust identification, the novel method is presented together with numerical examples for validation.
Keywords: system identification; model fitting; data processing
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MDPI and ACS Style

Indiveri, G. An Entropy-Like Estimator for Robust Parameter Identification. Entropy 2009, 11, 560-585.

AMA Style

Indiveri G. An Entropy-Like Estimator for Robust Parameter Identification. Entropy. 2009; 11(4):560-585.

Chicago/Turabian Style

Indiveri, Giovanni. 2009. "An Entropy-Like Estimator for Robust Parameter Identification." Entropy 11, no. 4: 560-585.

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