摘要: This algorithm yields joint robust estimates of the location vector and the variance-covariance matrix for samples from the multivariate normal distribution. The degree of robustness depends on a single filtering parameter, c, set... 展开
作者 | Delaney, N. J. Paulson, A. S. | ||
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原报告号 | AD-A119659 | 总页数 | 16 |
报告类别/文献类型 | AD / NTIS科技报告 | ||
关键词 | Multivariate analysis Normal distribution Estimates Algorithms Parameters Analysis of variance Covariance Matrices(Mathematics) Vector analysis Position(Location) Weighting functions Observation |