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Robust Statistics for Signal Processing

Buch | Hardcover
312 Seiten
2018
Cambridge University Press (Verlag)
978-1-107-01741-2 (ISBN)
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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.

Abdelhak M. Zoubir is a Professor of Signal Processing and the Head of the Signal Processing Group at Technische Universität, 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 Universität, Darmstadt, Germany.

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.

Erscheinungsdatum
Verlagsort Cambridge
Sprache englisch
Maße 178 x 253 mm
Gewicht 770 g
Themenwelt Mathematik / Informatik Mathematik Angewandte Mathematik
Technik Maschinenbau
Technik Nachrichtentechnik
ISBN-10 1-107-01741-6 / 1107017416
ISBN-13 978-1-107-01741-2 / 9781107017412
Zustand Neuware
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