Quick Algorithm for Least Absolute Deviation Estimator

Least square estimator (LSE) is disturbed easily by singular point; least absolute deviation estimator (LADE) can overcome the influence of singular point, but it is difficult in calculation. A convergent algorithm for LADE based on the stable pole theorem of LADE under non-degenerate model is obtained in this paper. The progress of algorithm and comparison of linear programming are derived. Further this algorithm makes LADE more effective.