Error Functions

Error function must be a symmetrical non-negative function that has second derivative. Moreover it must be convex near the zero. A robust error function is an error function that grows slower than the quadratic function, thus outliers do not influence the target cost function much. There are many functions that satisfy the above requirements. Intel IPP provides the Cauchy function (see “Intel IPP Reference Manual” vol.1):

where C is a user-supplied parameter.


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