By Topic

Robust estimation of signal parameters with nonstationary and/or dependent data

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Thompson, M.W. ; Dept. of Electr. Eng., Colorado State Univ., Fort Collins, CO, USA ; Halverson, D. ; Tsai, C.

A new approach toward robust parameter estimation is presented. As opposed to schemes based on classical saddlepoint techniques, the methods apply quite naturally to dependent and/or nonstationary data and also have the advantage of providing a quantitative measure of the degree of robustness offered by a particular estimator. It is shown why censoring observations of large magnitude does indeed impart robustness, and it also shown how nontraditional schemes have certain advantages, particularly when trading off performance and robustness. The application of the results is further demonstrated by including several illustrative examples

Published in:

Information Theory, IEEE Transactions on  (Volume:39 ,  Issue: 2 )