An adaptive robust estimator for scale in contaminated distributions | IEEE Conference Publication | IEEE Xplore

An adaptive robust estimator for scale in contaminated distributions


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 probl...Show More

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 (1981), 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.
Date of Conference: 17-21 May 2004
Date Added to IEEE Xplore: 30 August 2004
Print ISBN:0-7803-8484-9
Print ISSN: 1520-6149
Conference Location: Montreal, QC, Canada

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