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- W2029909627 abstract "The Least-trimmed-squares (LTS) estimator is a well known robust estimator in terms of protecting the estimate from the outliers. Its high computational complexity is however a problem in practice. In this paper, we propose a random LTS algorithm which has a low computational complexity that can be calculated a priori as a function of the required error bound and the confidence interval. Moreover, if the number of data points goes to infinite, the algorithm becomes a deterministic one that converges to the true LTS in some probability sense." @default.
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- W2029909627 date "2003-09-01" @default.
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- W2029909627 title "A random least-trimmed-squares identification algorithm" @default.
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- W2029909627 doi "https://doi.org/10.1016/s0005-1098(03)00193-6" @default.
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