Robust M-periodogram

IEEE Transactions on Signal Processing

Volumn 46, Issue 11, 1998, Pages 3092-3099

  Katkovnik, Vladimir ^a  

^a UNIVERSITY OF SOUTH AFRICA   (South Africa)

Author keywords

Fourier analysis; M estimate; Minimax regression estimation; Robust periodogram; Robust spectral analysis; Robust statistics

Indexed keywords

EID: 33747742458     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.726822     Document Type: Article

References (5)

1. P.J. Huber, Robust Statistics. New York: Wiley, 1981.
2. P.J. Rousseeuw and A. M. Leroy, Robust Regression and Outliers Detection. New York: Wiley, 1987.
3. C.L. Nikias and M. Shao, Signal Processing with Alpha-Stable Distributions and Applications. New York: Wiley, 1995.
4. P.J. Huber, "Robust regression: Asymptotics, conjectures and Monte Carlo," Ann. Math. Statist., vol. 1, no. 5, pp. 799-821, 1973.
5. B.T. Poljak and J. Z. Tsypkin, "Robust identification," Automatika, vol. 16, pp. 53-63, 1980.