Robust M-periodogram

  • Authors:
  • V. Katkovnik

  • Affiliations:
  • Dept. of Stat., South Africa Univ., Pretoria

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1998

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Abstract

A maximum likelihood-type M-periodogram is developed for observations contaminated by impulse random errors having unknown heavy-tailed error distributions. The periodogram is defined as being a squared amplitude of a harmonic signal fitting the observations with, a nonquadratic residual loss function given by the Huber's (1981) minimax robust statistics