Technical Program

Paper Detail

Paper:SPTM-P12.11
Session:Estimation
Time:Friday, May 21, 13:00 - 15:00
Presentation: Poster
Topic: Signal Processing Theory and Methods: Detection, Estimation, and Class. Thry & Apps.
Title: AN ADAPTIVE ROBUST ESTIMATOR FOR SCALE IN CONTAMINATED DISTRIBUTIONS
Authors: Ramon Brcich; Darmstadt University of Technology 
 Christopher Brown; Darmstadt University of Technology 
 Abdelhak Zoubir; Darmstadt University of Technology 
Abstract: We consider the problem of scale estimation when a nominal distribution is contaminated. Knowledge of the scale is necessary in many signal detection and estimation problems and poor estimates of the scale can have deleterious effects on subsequent processing. The approach considered here is based on the M-estimation concept of Huber, but employs a score function which is a linear combination of basis functions whose weights are adaptively estimated from the observations. Results suggest that this adaptivity increases robustness over static M-estimators.
 
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