DocumentCode
417439
Title
Sequential M-estimation
Author
Pham, Duc Son ; Leung, Yee Hong ; Zoubir, Abdelhak ; Brcic, Ramon
Author_Institution
Commun. & Signal Process. Group, Curtin Univ. of Technol., WA, Australia
Volume
2
fYear
2004
fDate
17-21 May 2004
Abstract
We propose a sequential M-estimation algorithm as an alternative to sequential least squares. Being an approximation of the exact M-estimator, the proposed technique is robust to nonGaussian processes and outperforms sequential least squares. Simulation results demonstrate the power of the proposed sequential M-estimator.
Keywords
approximation theory; sequential estimation; signal processing; approximation; nonGaussian process robustness; sequential M-estimation algorithm; Australia; Cost function; Gaussian noise; Least squares approximation; Least squares methods; Noise robustness; Parameter estimation; Power system modeling; Signal processing algorithms; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 2004. Proceedings. (ICASSP '04). IEEE International Conference on
ISSN
1520-6149
Print_ISBN
0-7803-8484-9
Type
conf
DOI
10.1109/ICASSP.2004.1326353
Filename
1326353
Link To Document