2023
DOI: 10.1016/j.measurement.2023.113834
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On robust estimation of the Gauss–Markov model with a singular covariance matrix

Xing Fang,
Yu Hu,
Bin Wang
et al.
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Cited by 4 publications
(2 citation statements)
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“…where v is the normalized distance; d ik denotes the distance between the i-th sample point and the best Gaussian component µ k ; σ is the arithmetic square root of the variance of the k-th Gaussian component σ 2 k ; c 0 and c 1 are experience constants related to the scenarios, with ranges of 1-1.5 and 2.5-8, respectively [33][34][35].…”
Section: Posterior Probability Penaltymentioning
confidence: 99%
“…where v is the normalized distance; d ik denotes the distance between the i-th sample point and the best Gaussian component µ k ; σ is the arithmetic square root of the variance of the k-th Gaussian component σ 2 k ; c 0 and c 1 are experience constants related to the scenarios, with ranges of 1-1.5 and 2.5-8, respectively [33][34][35].…”
Section: Posterior Probability Penaltymentioning
confidence: 99%
“…It maps linear and indivisible data into high-dimensional feature space through nuclear technology, so as to classify them in high-dimensional space. The following is a brief introduction to its principle [21].…”
Section: Svm Multi-classification Algorithmmentioning
confidence: 99%