| Robust
Estimation |
|
|
| Problem: Least-squares
estimators penalize deviations between |
|
| data & model
with quadratic error fn (extremely sensitive to outliers) |
|
| error penalty function |
| influence function |
|
|
| Redescending
error functions (e.g., Geman-McClure) help to reduce |
|
| the influence of outlying
measurements. |
|
| error penalty function |
| influence function |
