Robust estimator design with an emphasis balance between performance and robustness |
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| Authors: | Hyeon-Cheol Lee Don R Halverson |
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| Institution: | a Smart UAV Development Center, Korea Aerospace Research Institute, 45 Eoeun-dong, Yuseong-gu, Daejeon 305-333, Republic of Korea
b Department of Electrical and Computer Engineering, Texas A&M University, College Station, TX 77843-3128, USA |
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| Abstract: | From a number of ML estimators (typically unbiased) of practical interest which include the variance for a Gaussian distribution, the standard deviation for a Laplace distribution, the variance for a Rayleigh distribution and a “spread parameter” for a Cauchy distribution, we design robust estimators according to an emphasis balance between normalized performance and normalized robustness. We measure performance with inverted MSE and robustness with a differential geometric approach. |
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| Keywords: | Parameter estimation Robustness Maximum likelihood Mean square error Differential geometric approach |
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