Abstract We study the problem of finding an optimal solution satisfying all but k of the given n constraints. A solution is obtained along with an algorithm of the complexity min{ O(n. k d ), O(n. d k+1 ) }, where d is the dimension of the problem. We then use the results to solve successfully the problem of robust estimation in the presence of outliers in the setting of bounded error parameter identification. It is shown that the obtained estimate converges to the true but unknown parameter even in the presence of unknown outliers.
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