Robust Principal Component Test in Gross Error Detection and Identification |
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Authors: | GAO Qian YAN Wei-wu SHAO Hui-he |
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Institution: | Dept.of Automation, Shanghai Jiaotong Univ.,Shanghai 200240, China |
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Abstract: | Principle component analysis (PCA) based chi-square test is more sensitive to subtle gross errors and has greater power to correctly detect gross errors than classical chi-square test. However, classical principal component test (PCT) is non-robust and can be very sensitive to one or more outliers. In this paper, a Huber function liked robust weight factor was added in the collective chi-square test to eliminate the influence of gross errors on the PCT. Meanwhile, robust chi-square test was applied to modified simultaneous estimation of gross error (MSEGE) strategy to detect and identify multiple gross errors. Simulation results show that the proposed robust test can reduce the possibility of type II errors effectively. Adding robust chi-square test into MSEGE does not obviously improve the power of multiple gross error identification, the proposed approach considers the influence of outliers on hypothesis statistic test and is more reasonable. |
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Keywords: | gross error detection and identification chi-square test robust principle component analysis (PCA) modified simultaneous estimation of gross error (MSEGE) |
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