In this paper a robust non-recursive algorithm for estimating the line
ar prediction (LP) parameters of autoregressive (AR) speech signal mod
el is proposed. Starting from Huber's robust M-estimation procedure, m
inimizing the sum of appropriately weighted residuals, a two-step robu
st LP procedure (RBLP) is derived. In the first step the Huber's conve
x cost function is selected to give more weights to the bulk of smalle
r residuals, while down-weighting the small portion of large residuals
, and the Newton-type algorithm is used to minimize the adopted criter
ion. The proposed algorithm takes into account the non-Gaussian nature
of the excitation for voiced speech, being characterized by heavier t
ails of the underlying distribution, which generates high-intensity si
gnal realizations named outliers. The obtained estimates are used as a
new start in the weighted least-squares procedure, based on a redesce
nding function of the prediction residuals, which has to cut off the o
utliers. The experiments on both synthesized and natural speech have s
hown that the proposed two-step RBLP gives more efficient (less varian
ce) and less biased estimates than the conventional LP algorithms, and
a one-step RBLP based on a convex cost function.