Robust estimation of standard deviationMedian Absolute Deviation (MAD)
Robust fit using iterative re-weighting
reduced weighting of outliers
Compute noise standard deviation from residual errors
estimated noise std
i = (fit – meas) residuals
Drop (p – 1) lowest residual values, p = 3 = number of fit parameters
ri = residuals for highest n-p+1 values of i
Compute median absolute deviation estimate
= median(abs(ri))/0.6745 (for Normal distribution)
*Hill RW & Holland PW, Two Robust Alternatives to Least Squares Regression. J. AmericanStatistical Assoc. 72:828-833.
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Single 6 SD outlier at random TI
T1 = 1100, SNR = 30, 5-3 sampling
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Standard(without outliers):
true: 30.34 estimated: 31.57
Robust(without outliers):
true: 31.32 estimated: 30.92
Standard(with outliers):
true: 71.66 estimated: 64.75
Robust(with outliers):
true: 57.21 estimated: 55.70
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