DocumentCode
1186835
Title
A sequential algorithm for robust parameter estimation
Author
Pham, Duc Son ; Zoubir, Abdelhak M.
Author_Institution
Commun. & Signal Process. Group, Curtin Univ. of Technol., Perth, WA, Australia
Volume
12
Issue
1
fYear
2005
Firstpage
21
Lastpage
24
Abstract
A sequential M-estimation algorithm is proposed as an alternative to sequential least squares (LS). Being an approximation to exact M-estimation, the proposed technique is robust to non-Gaussian noise and outperforms sequential LS. A low-cost technique is introduced for initialization. We also show that sequential LS is a special case of the proposed algorithm.
Keywords
parameter estimation; sequential estimation; signal detection; nonGaussian noise; robust parameter estimation; sequential M-estimation algorithm; signal detection; Acoustic signal processing; Cost function; Gaussian noise; Least squares approximation; Minimax techniques; Noise robustness; Parameter estimation; Signal detection; Signal processing algorithms; Statistics;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2004.839689
Filename
1369265
Link To Document