Title :
Sequential M-estimation
Author :
Pham, Duc Son ; Leung, Yee Hong ; Zoubir, Abdelhak ; Brcic, Ramon
Author_Institution :
Commun. & Signal Process. Group, Curtin Univ. of Technol., WA, Australia
Abstract :
We propose a sequential M-estimation algorithm as an alternative to sequential least squares. Being an approximation of the exact M-estimator, the proposed technique is robust to nonGaussian processes and outperforms sequential least squares. Simulation results demonstrate the power of the proposed sequential M-estimator.
Keywords :
approximation theory; sequential estimation; signal processing; approximation; nonGaussian process robustness; sequential M-estimation algorithm; Australia; Cost function; Gaussian noise; Least squares approximation; Least squares methods; Noise robustness; Parameter estimation; Power system modeling; Signal processing algorithms; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2004. Proceedings. (ICASSP '04). IEEE International Conference on
Print_ISBN :
0-7803-8484-9
DOI :
10.1109/ICASSP.2004.1326353
