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2.5.6.1 LTS General Formulation
ОглавлениеThe general formulation of the LTS estimator is
(2.41a)
subject to
(2.41b)
(2.41c)
(2.41d)
(2.41e)
Note that the main difference between the LMS and LTS estimators is that the former considers only one squared measurement error in the objective function, whereas the latter takes into consideration about half of the squared measurement errors.