Spectral properties of moving L-estimates of independent data
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Publication:1094804
DOI10.1016/0016-0032(87)90378-4zbMath0631.62098WikidataQ59510160 ScholiaQ59510160MaRDI QIDQ1094804
Publication date: 1987
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(87)90378-4
order statistics; autocovariance function; linear combination of order statistics; median filters; joint probability distribution; inner and outer trimmed mean filters; moving L-estimate; overlapping samples; second-order random variables; variance spectral density
62M20: Inference from stochastic processes and prediction
62M15: Inference from stochastic processes and spectral analysis
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On the linear combination, product and ratio of normal and Laplace random variables, Some properties of order-statistics filters
Cites Work
- Two-dimensional digital signal processing I. Linear filters
- A generalization of median filtering using linear combinations of order statistics
- Definition and Comparison of Robust Nonlinear Data Smoothing Algorithms
- On Second Moment Properties of Median Filtered Sequences of Independent Data
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