TY - JOUR
T1 - Robust parameter estimation of a deterministic signal in impulsive noise
AU - Friedmann, Jonathan
AU - Messer, Hagit
AU - Cardoso, Jean François
PY - 2000
Y1 - 2000
N2 - 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 oestable noise. Finally, we apply the theoretical results to the problem of estimating parameters of a sinusoidal signal in impulsive noise.
AB - 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 oestable noise. Finally, we apply the theoretical results to the problem of estimating parameters of a sinusoidal signal in impulsive noise.
KW - Impulsive noise
KW - Parameter estimation
KW - Robust estimation
KW - αstable distribution
UR - http://www.scopus.com/inward/record.url?scp=33747697816&partnerID=8YFLogxK
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AN - SCOPUS:33747697816
SN - 1053-587X
VL - 48
SP - 935942
JO - IEEE Transactions on Signal Processing
JF - IEEE Transactions on Signal Processing
IS - 4
ER -