Outlier-Tolerance RML Identification of Parameters in CAR Model

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1 IJRI Ieol Jol of dced Reec fcl Iellgece Vol. 5 No.5 6 Ole-Tolece RL Idefco of ee CR odel Hog Teg-eg Scool of oo d Ifoo Egeeg X Ue of Tecolog X C H Sol e Loo of Scecf Fl Dgo d ece X C c Te ed d el co ol d de e ol oeg codo. o of e exg lgo c le q defco d x lelood eo el ffeced ol d d e lge deo deo. I dffcl eeded o e dded ow o oe e e of e exg lgo o ld ew ee defg lgo w ole-olece l o ol d e defco ecolog lco. I e e e of e RL o e led ol d w led d ew oee lgo of CR oce eled o oe ole-olece l of e RL defco we e ole e lg ee. Te oed lgo o ol effecel e ege c of e ol d lo effecel oe e ql of e ee defco l. Soe lo ge e ow e oed RL lgo og ole-olece. T e ec l l o ole egeeg cool gl oceg dl oo d eoce o oe feld. ewod ce x lelood defco; ee defco; ole; ole-olece defco I. INTRODUCTION Te wdel ed odel dece e lo of d o dffece eqo odel wc wdel ed dffe feld c e dce e cool e [] d e coe coolled e [] [6] Geell e eo e ee d eqece { de e ol oeg codo.t e do e Coolled oge o CR oce odel o dece dce e le e- cool e. Te qe lo of le wc dc ow o def ee e CR odel. ccodg o e c cle of e defco c e dded o e le q eod e x lelood eod e oe eo eod d e gde coco eod. ccodg o e lgo leeo eod c e dded o c oceg lgo d eqel eod. ccodg o e l-e efoce of lgo c e dded o offle d ole defco cogo. d ccodg o e clclo do c e dded o e do d fqec do eod. Fo exle Wg.ec ded e ce x lelood o RL defco eod of coolled oge og ege o CR odel d CR odel [3]-[4]. ld x lelood o L fle defco of e gle d gle o og ege eod w ded e [5]. W o L ed e xg execo eod o clcle e x lelood eo of ee. Wg.ec 8 ooed geed occ gde defco lgo o e Hee-Wee e d eccl le-q lgo [6]-[7]. Wll.ec 3 eced Hee-Wee odel defco ole d fowd ew x lelood o L defco eod [8]. Go.ec 5 eced e L eo of lle le odel d fowd ew L eo ed o e xg execo lgo [9]. Te L defco w fowd c Fe ed o e ee eo eod ol eo & ecl c wc c e ed o ee e L le of ee. I coe o lg e x lelood eod e ole cl exlo d e good oee. I ddo e x lelood eod deel ded d wdel ed dffe feld c cl fece d oce defco []-[]. fo e eece of ccl lco []-[6] e L eod oe lo d weee wc co e god. Fo exle e L defco lgo lc of e olece o ol d [7] [7]- [8]. cg d lg ece d deeloe o e l of e L defco lgo [8]-[] d e e l o ol d oe d od e few ceee ow le [3]-[5] d e wo o fl-olece lgo lo. T e foce o og e L defco eod o o e e oed lgo c e fl-ole. I e e RL defco lgo of e CR odel ee eleced ojec [5] d oe oee oce ggeed o odf e RL lgo g d efece fo e eo le e fl of cool e. I ddo e lcl of e lgo d e ql of e ew defco l we led del we ee d co ole. Te lg d el co ole e cl odco. T eod c e ce fl olece o ole oe e oceg eed d odel co of e d. I of g gfcce egeeg lco. Soed Nol Nl Scece Fodo of C No.6473 No g e

2 IJRI Ieol Jol of dced Reec fcl Iellgece Vol. 5 No g e I ode o oecoe e d c of ole o e RL lgo c l ge eco II ew d of ole-ole RL defco lgo e eco III I eco IV lo coo d l l eed wc ow ew lgo ole-ole o ole. Fll oe coclo ge Seco V. II. ICT NLYSIS OF OUTLIERS N RL IDENTIFICTION Fo e dce e le e- cool e w eo ee eo e dffece eqo dece e lo ewee d o e c e exed We lg e ldg oeo e of e e eo ee d e ee oe d ode d ode olol of oeo. RL Idefg lgo of ee CR odel Ug e oo f e of eo o d eqece { d cool d { goe e oce of cool e g e ee oe d ol de fco wc deed fo e lelood fco c e coced L d e logc fco L l l l{ Te x of ee eco c e ceed fo o 3. T x ge clled e L eo of ee eco. I ode o ole e o 3 o o e L eo of ee eco e l dee eqo c e dedced d exed 4 { l If e eo ee oe oe led do eqece G do. Eqo 3 d 4 c e exed l l l{ 5 We eco. Te L eo of ee eco oed L 6. Te RL lgo cqd fo e e [] wc ge 7 We ee ce lo I.. Ic l of Ole o RL defco I oo f e ee d of eo { ol e dce e cool e fo 7 d e ee ol d Ole j c e exed ~ o o We ol d ~ wll ffec ~ d o ffec e ee eo efo. Fe f e dce e cool e ee o g eo wll o ee d eqece {. c e ee fo eco f e ol d ~ wll e { If e ol d ~ wll e { Tefo cle fo e oe l e ol d o ol ffec e dl eo

3 IJRI Ieol Jol of dced Reec fcl Iellgece Vol. 5 No.5 6 lo ffec e eqe ce defco l of ee eco og { d {. ooo. Fo dce e coolled oge oce f e ee d of e eo ol d de effec e ol d ffec e odel ee RL eo wll d l log e. I ode o dece e coo c of ol eo d o RL defco o el eco e e-ode CR oce We e odel coeffce..6.5 d ~ N.3. Ue oe Clo lo eod o fo 5 go of le d d e e d 5 o offe e ol d o o5 wc ow follow o o Te c of lo "e" d eqece w wo ol d ow Fg. we x-coode e e d -coode e e d d e c of dl eqece w ol d d wo ol d ow Fg. we x-coode e e d -coode e e e d eo. Fg 3 c fo e fo cooe [ 3 4] of g eco w ol d we x-coode e e d -coode 3 4 e e fo cooe of g eco. Te c of RL defco coeffce { w ol d ow eco IV Fg.. Slo "e" d eqece c w wo ol d e Redl ee g lo d wo ol d e Redl See g lo d w ol d Fg.. Te c of dl cge lo of g lo of g 9 g e

4 4 3 x c lo of g 3 d lo of g 4 Fg. 3. Te ee g c of RL eo w ol d III OUTLIER-TOLERNCE IROVEENT OF THE RL LGORITH Fo e RL eo 7 ow e ole le of e dco dl wll e gfcl lge we e ol d e e.g. ole o o.i lo oe e RL eo dee fo e le. I oe wod e l defco doo. I ode o e e ege flece of ol d e le [] ccefll ooed oded co. T eod ceed good effec o e le go odel ee defco. T e cooe e fco fleced deolog of oded co follow x x x x 5 x 5 x 8 7 x 8 5 x 8 8 x 7 x 8 Te RL eo lgo 7 w ed IJRI Ieol Jol of dced Reec fcl Iellgece Vol. 5 No.5 6 We { Te e defco lgo 3 c o ol e fll e of ol foo fo e ed d lo c effecel e de c of ol d og e ql d ccc of e defco l. I wo og o e ol d wc e efo e c oe o ol ffec e dco dl eo lo ffec eqe clclo g eco.i ddo o e flece lel o coe fo eod of e. Tefo ode o gee olece l of CR odel ee ce defco lgo o ol d ece o e e g eco clclo folo ~ ~ ~ ~ ~ ~. ~ ~ ~ ~ We ~ ~ ~ ~ I ~ ~ ~ ~. ed o e oe l f e ee d co ol d fo dce e coolled oge oce e followg co eod c e ed ed of RL defco lgo. ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ I ooo. Ug e fco wc ow o e co eod of CR odel ee 6 d clg ole wc e le o ole ccodg o 5 c effecel oe e olece l of e ce defco lgo. I e e odfed ce defco lgo wc cooed of 5 d 6 clled ole ole RL defco. IV. SIULTION COUTTION ND RESULT NLYSIS Te lo ojec -ode CR odel ow wc ed oe Clo lo d cldg wo ol d ow Fg.Te d e e defco of RL lgo 7 d ole ole RL defco lgo ee defco 6 g e

5 IJRI Ieol Jol of dced Reec fcl Iellgece Vol. 5 No.5 6 ecel. Te l ow Fg 4. I Fg 4 e doed le e coeffce c e RL lgo we d ex ole. Te old le ow e coeffce c e olece RL lgo o ol d. I cle e wo e cge we e d ol fo e Fg 4 we x-coode e e d -coode e e ee. T o e lgo of ce lelood eo oo l. Tefo f e RL dcl ed egeeg cce e wll e g deo ee ledg e c d flecg e fe oeo of e e. I c e clel ee e odfed lgo c o ccel ee coeffce we e d co ol o d e cge o ool cog fg. I lo effecel oecoe e de c of ol d eo le of ee eo le of ee c eo le of ee d eo le of ee : RL lgo -: olece RL lgo Fg. 4. ee eo c g RL lgo d olece RL lgo eel I ode o clel ex e ccc d ll of fl-ole lgo e cl dexe of ee defco l we eled eco. Te x ole eo e ole eo d e ege le eo followg.folo c e ow x[ ] e [ ] [ ] Te d w dded o e ege. e f ege 9 ~ 999 efo e ol o e e ecod ege ~ 99 wc co ol o d e d ege ~ 99 fe ol o e ecel clclg 4 d cog l ewee RL d fl olece RL ee defco. Te l ow Tle d Tle. Cog Tle d Tle c e ee e eo effec of fl ole RL ee e w e od RL eo l we d ege doe o co ol o Sege I e eo effec of fl ole RL ee gfcl ee e od RL eo l we e d ege co ol o Sege II e ol d ege o we d eco ege III fl ole RL ee eo effec lo eo o e od RL eo l ee ee eod of e. I e o coe o coclo e ll of e ole-ole RL lgo eo o e od RL lgo of CR odel e. e g e

6 IJRI Ieol Jol of dced Reec fcl Iellgece Vol. 5 No.5 6 TLE I. THE RETER CHRCTERISTIC USING RL ee Sege I: 9 ~ 999 Sege II: ~ 99 Sege III: ~ 99 e e e TLE II. THE RETER CHRCTERISTIC USING TOLERNCE RL ee Sege I: 9 ~ 999 Sege II: ~ 99 Sege III: ~ 99 e e e V. CONCLUSION I e ew d of ole-ole RL lgo of CR odel l. Slo l ow e ole-ole RL lgo lle d og oleole o ole lg e ee wc c od lgo colle ee f e ole ee d e well lg e ee. Ole-olece de e o fece le feld c colex e oo gl oceg d cl d oceg. Te ole-olece de d ecologe e e o cefc gfcce d egeeg lco e o oe e ll of e lgo d e ccc of e lgo of d oceg. I ge o d o eo coe cool of e dc e oce oo g efoce cog eoce egeeg d oe. CNOWLEDGENT T e fcll oed e Nol Nl Scece Fodo of C No.6473 No REFERENCES [] Fg Cog Xo De-. oce Idefco. ejg. Tg e 988. [] H Sol Hg l-eg. Coe fl-ole cool e deg ecolog d lco. ejg. cece. [3] Wg W Dg F D J Y. x lelood le q defco fo e w oge og ege oe. led ecl odelg ol.36 o [4] Wg W L J H Dg R F. x lelood ee eo lgo fo coolled oge o-ge odel. Ieol Jol of Coe ec ol.88 o [5] C e O Doce Lelle ole E. Slo-ed eod fo ld x-lelood fle defco. Sgl oceg ol.73 o [6] Wg D Q Dg F. Exeded occ gde defco lgo fo Hee-Wee RX e. Coe & ec w lco ol.56 o [7] Wg D Q Dg F. Heccl le q eo lgo fo Hee-Wee e. IEEE Sgl oceg Lee ol.9 o [8] Wll Sc o T Ljg L Ne. Idefco of Hee-Wee odel.oc ol.49o [9] Go S Wll Ne. x-lelood ee eo of le e. IEEE Tco o oc Cool ol.5o [] Le Doe Jo W. e J Foll. Rece x Lelood Eo fo e Ole Eo of Elecoeccl ode W Eo od.ieee Tco o owe Se ol.8 o [] Ho Y- Wg ewg L-q. Se Idefco d e TL Slo. ejg. cece 4. [] Ljg L. Se Idefco. Teo fo e Ue d ed.. Eglewood Clff New Je. ce-hll 999. [3] L.R. l F. Jele R.L. ece x lelood oc o coo eec cogo IEEE Tco o e l d ce Iellgece ol.5 o [4]. g S.. Go x lelood eo fo dcol codoll oge odel Jol of Scl lg d Ifece ol.4 o [5] Y.S. Xo F. Dg Y. Zo. L J.Y. D O coec of ce le q defco lgo fo coolled ogo odel led ecl odellgol.3 o [6] T. Ldl W.J. Ole S.. R. Sffe.Fcol ow oo. x lelood eo d lco o ge ex IEEE Tco o edcl Igg ol.5 o [7] T. Södeö. Hog J. Scoe R. elo ccc l of e do x lelood eod d le x lelood eod fo eo--le d o eo defco oc ol.46 o [8] N. ERGOER V. VERDULT ND. VERHEGEN effce leeo of x Lelood defco of LTI ece odel locl gde ec oceedg of e 4 IEEE CDCL Veg US Decee. [9]. DESTER N. LIRD ND D. RUIN x lelood fo colee d e E lgo Jol of e Rol Scl Soce See ol [] S. GISON ND. NINNESS Ro x lelood eo of lle dc e oc 4. Sed. g e

7 IJRI Ieol Jol of dced Reec fcl Iellgece Vol. 5 No.5 6 [] Y. Zo H. Leg d. Y exc x lelood go lgo fo d fo IEEE T. Sgl oceol. 45 o [] Deg L Se X. x lelood cl eo of dc e. Decooo lgo d lo l. Sgl oceg ol.57 o [3] Go S Ne. Ro x-lelood eo of lle dc Se. oc ol.4 o [4] Zog L S. Ro x-lelood ee eo of occ e-ce e ed o E lgo. og N Scece ol.7 o [5] De R Gdo R Soe U. x lelood defco of o -o odel. oc ol.43 o [6] elo R Scoe J. Se defco. fqec do oc. New Je. Wle-IEEE. [7] Wll Ne Go S. x Lelood Eo of Se Sce odel Fo Fqec Do D. IEEE Tco o oc Cool ol.54 o [8] S ode o T Hog Scoe J elo R. ccc l of e do x lelood eod d le x lelood eod fo eo--le d o eo defco. oc ol.46 o g e

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