抗差主成分估计及应用

本文基于抗差估计和主成分估计理论，提出一种新的估计－抗差主成分估计，推导了参数的抗差主成分解，并结合算例进行了试算。结果表明：抗差主成分估计不仅可以解除法方程系数降的病态，而且对于抑制观测粗差的影响也有显著功效。

Robust Principal Component Estimation and Its Application

A robust principal component estimation is established based on the theory of robust estimation and principal component estimation. The new estimator for robust principal component is derived. By using a numerial example.some calculation and comparison are performed. The results show that the robust principal component estimation can not only overcome the ill condition of the normal equation. but also resist the outlier effects to the model parameters.