Robust parameter estimation of a deterministic signal in impulsive noise

Jonathan Friedmann, Hagit Messer, Jean François Cardoso

Research output: Contribution to journalArticlepeer-review

Abstract

This paper presents a robust class of estimators for the parameters of a deterministic signal in impulsive noise. The proposed technique has the structure of the maximum likelihood estimator (MLE) but has an extra degree of freedom: the choice of a nonlinear function (which is different from the score function suggested by the MLE) that can be adjusted to improve robustness. The effect of this nonlinear function is studied analytically via an asymptotic performance analysis. We investigate the covariance of the estimates and the loss of efficiency induced by nonoptimal choices of the nonlinear function, giving special attention to the case of α-stable noise. Finally, we apply the theoretical results to the problem of estimating parameters of a sinusoidal signal in impulsive noise.

Original languageEnglish
Pages (from-to)935-942
Number of pages8
JournalIEEE Transactions on Signal Processing
Volume48
Issue number4
DOIs
StatePublished - 2000

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