Robust detection of a weak signal with redescending M-estimators: a comparative study

DOI10.1002/ACS.1104MaRDI QIDQ3552382zbMATH OpenOpenAlexFDO

Authors Jae Won Lee, Kyung Min Lee, G. L. Shevlyakov, V. I. Shin, K. Kim

Publication date 15 April 2010

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.1104

zbMATH Keywords

redescending \(M\)-estimatorsrobust detectionweak signals

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Asymptotically stable detection of a weak signal
• Redescending \(M\)-estimators
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• Asymptotically robust detection and estimation for very heavy-tailed noise

Cites work

• A Robust Version of the Probability Ratio Test
• Asymptotically robust detection of a known signal in contaminated non-Gaussian noise
• scientific article; zbMATH DE number 5713492 (Why is no real title available?)
• scientific article; zbMATH DE number 3660614 (Why is no real title available?)
• scientific article; zbMATH DE number 3609552 (Why is no real title available?)
• On some detection and estimation problems in heavy-tailed noise.
• Optimal Robustness: A General Method, with Applications to Linear Estimators of Location
• Probability Theory
• Robust detection of a known signal in nearly Gaussian noise
• Robust detection of known signals
• Robust Estimation of a Location Parameter
• Robust minimax detection of a weak signal in noise with a bounded variance and density value at the center of symmetry
• Robust techniques for signal processing: A survey

Cited in

(4)

• Asymptotically stable tests with application to robust detection
• Asymptotically stable detection of a weak signal
• On the asymptotic efficiencies of robust detectors
• Redescending \(M\)-estimators

Describes a project that uses

Uses Software

• RobASt

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