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

Authors
Shevlyakov, GeorgyLee, Jae WonLee, Kyung MinShin, VladimirKim, Kiseon
Issue Date
Jan-2010
Publisher
WILEY
Keywords
robust detection; redescending M-estimators; weak signals
Citation
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, v.24, no.1, pp.33 - 40
Journal Title
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
Volume
24
Number
1
Start Page
33
End Page
40
URI
https://scholarworks.bwise.kr/kumoh/handle/2020.sw.kumoh/2785
DOI
10.1002/acs.1104
ISSN
0890-6327
Abstract
On finite samples redescending M-estimators outperform linear bounded Huber's M-estimators. To provide stable detection of a weak signal of arbitrary shape, robust Neyman-Pearson detection rules based on redescending M-estimators of location are introduced and Studied. It is shown that, on the whole, robust detectors based on redescending M-estimators Outperform conventional Huber's linear bounded detectors rules under light- and heavy-tailed noise distributions both on large and small samples. Copyright (C) 2009 John Wiley & Sons, Ltd.
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