Robust parameter estimation of a deterministic signal in impulsive noise

Citation
J. Friedmann et al., Robust parameter estimation of a deterministic signal in impulsive noise, IEEE SIGNAL, 48(4), 2000, pp. 935-942
Citations number
11
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
48
Issue
4
Year of publication
2000
Pages
935 - 942
Database
ISI
SICI code
1053-587X(200004)48:4<935:RPEOAD>2.0.ZU;2-8
Abstract
This paper presents a robust class of estimators for the parameters of a de terministic signal in impulsive noise. The proposed technique has the struc ture of the maximum likelihood estimator (MLE) but has an extra degree of f reedom: the choice of a nonlinear function (which is different from the sco re function suggested by the MLE) that can be adjusted to improve robustnes s, The effect of this nonlinear function is studied analytically via an asy mptotic performance analysis. We investigate the covariance of the estimate s and the loss of efficiency induced by nonoptimal choices of the nonlinear function, giving special attention to the case of cc-stable noise. Finally , we apply the theoretical results to the problem of estimating parameters of a sinusoidal signal in impulsive noise.