On the outlier Detection in Nonlinear Regression

The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Alternative to M-Estimates in Multisensor Data Fusion

To solve the problem of multisensor data fusion under non-Gaussian channel noise. The advanced M-estimates are known to be robust solution while trading off some accuracy. In order to improve the estimation accuracy while still maintaining the equivalent robustness, a two-stage robust fusion algorithm is proposed using preliminary rejection of outliers then an optimal linear fusion. The numerical experiments show that the proposed algorithm is equivalent to the M-estimates in the case of uncorrelated local estimates and significantly outperforms the M-estimates when local estimates are correlated.