Robust Statistics for Signal Processing

Abdelhak M. / Koivunen Zoubir

250 pages, parution le 07/11/2018

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Résumé

Moving from fundamental theory to cutting-edge advances in the field, gain a comprehensive understanding of the benefits that robust statistics bring to signal processing with this authoritative treatment of the subject. Real-world examples and a MATLAB Robust Signal Processing Toolbox allow for easy practical application of the methods described.Understand the benefits of robust statistics for signal processing with this authoritative yet accessible text. The first ever book on the subject, it provides a comprehensive overview of the field, moving from fundamental theory through to important new results and recent advances. Topics covered include advanced robust methods for complex-valued data, robust covariance estimation, penalized regression models, dependent data, robust bootstrap, and tensors. Robustness issues are illustrated throughout using real-world examples and key algorithms are included in a MATLAB Robust Signal Processing Toolbox accompanying the book online, allowing the methods discussed to be easily applied and adapted to multiple practical situations. This unique resource provides a powerful tool for researchers and practitioners working in the field of signal processing.1. Introduction and foundations; 2. Robust estimation: the linear regression model; 3. Robust penalized regression in the linear model; 4. Robust estimation of location and scatter (covariance) matrix; 5. Robustness in sensor array processing; 6. Tensor models and robust statistics; 7. Robust filtering; 8. Robust methods for dependent data; 9. Robust spectral estimation; 10. Robust bootstrap methods; 11. Real-life applications.Abdelhak M. Zoubir is a Professor of Signal Processing and the Head of the Signal Processing Group at Technische Universitat, Darmstadt, Germany. He is a Fellow of the IEEE, an IEEE Distinguished Lecturer, and the co-author of Bootstrap Techniques for Signal Processing (Cambridge, 2004). Visa Koivunen is a Professor of Signal Processing at Aalto University, Finland. He is also a Fellow of the IEEE and an IEEE Distinguished Lecturer. Esa Ollila is an Associate Professor of Signal Processing at Aalto University, Finland. Michael Muma is a Postdoctoral Research Fellow in the Signal Processing Group at Technische Universitat, Darmstadt, Germany.

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	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Abdelhak M. / Koivunen Zoubir
Parution	07/11/2018
Nb. de pages	250
EAN13	9781107017412

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Robust Statistics for Signal Processing

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