Robust detection of a weak signal with redescending M-estimators: A comparative study
- Authors
- Shevlyakov, Georgy; Lee, Jae Won; Lee, Kyung Min; Shin, Vladimir; Kim, 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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Collections - Department of Applied Mathematics > 1. Journal Articles
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