Robust Estimation in Signal Processing: A Tutorial-Style Treatment of Fundamental Concepts

@article{Zoubir2012RobustEI,
  title={Robust Estimation in Signal Processing: A Tutorial-Style Treatment of Fundamental Concepts},
  author={Abdelhak M. Zoubir and Visa Koivunen and Yacine Chakhchoukh and Michael Muma},
  journal={IEEE Signal Processing Magazine},
  year={2012},
  volume={29},
  pages={61-80}
}
The word robust has been used in many contexts in signal processing. Our treatment concerns statistical robustness, which deals with deviations from the distributional assumptions. Many problems encountered in engineering practice rely on the Gaussian distribution of the data, which in many situations is well justified. This enables a simple derivation of optimal estimators. Nominal optimality, however, is useless if the estimator was derived under distributional assumptions on the noise and… CONTINUE READING
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