Title
Transformation-Based Robust Semiparametric Estimation
Abstract
We address the problem of parameter estimation of signals in noise of unknown distribution and propose a semiparametric estimator. Classical parametric estimators, such as the least-squares or Huber's minimax methods, are limited in terms of robustness and generally suboptimal in practice. Alternative methods which are based on nonparametric probability density function (pdf) estimation have been proposed recently. They automatically adapt to the measurements and thus outperform classical techniques. The semiparametric technique we suggest, which also automatically adapts to the data and relies on transformation pdf estimation, provides a further improvement and overcomes the computational weaknesses of the previous methods. The power of the technique is highlighted in an example of amplitude estimation of sinusoidal signals in impulsive noise.
Year
DOI
Venue
2008
10.1109/LSP.2008.2002701
Signal Processing Letters, IEEE
Keywords
Field
DocType
estimation theory,impulse noise,impulsive noise,nonparametric probability density function estimation,robust semiparametric estimation,transformation density estimation,Impulsive noise,robust estimation,semiparametric estimation,sinusoids amplitude estimation,transformation density estimation
Minimax,Mathematical optimization,Pattern recognition,Nonparametric statistics,Robustness (computer science),Parametric statistics,Artificial intelligence,Semiparametric model,Estimation theory,Semiparametric regression,Mathematics,Estimator
Journal
Volume
ISSN
Citations 
15
1070-9908
6
PageRank 
References 
Authors
0.77
3
3
Name
Order
Citations
PageRank
Ulrich Hammes1473.27
Eric Wolsztynski2292.83
Abdelhak M. Zoubir331647.52