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摘要
Tracking process mean from noisy measurements is important in real time data-based analysis since outliers are frequently present in many process measurement systems. This paper discusses robust on-line process mean estimation using L-1 exponential smoothing (L-1 -ES). Robustness properties and mean squared error efficiency are investigated. The adaptability of the L-1 -ES estimator to processes subject to unknown mean changes is also analyzed and compared with traditional exponentially weighted moving average and median estimators.
- 出版日期2015-6
- 单位上海交通大学
