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
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;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2004.839689
