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https://hdl.handle.net/2440/114288
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Type: | Journal article |
Title: | Noise enhancement in robust estimation of location |
Author: | Pan, Y. Duan, F. Chapeau-Blondeau, F. Abbott, D. |
Citation: | IEEE Transactions on Signal Processing, 2018; 66(8):1953-1966 |
Publisher: | IEEE |
Issue Date: | 2018 |
ISSN: | 1053-587X 1941-0476 |
Statement of Responsibility: | Yan Pan, Fabing Duan, François Chapeau-Blondeau, Derek Abbott |
Abstract: | In this paper, we investigate the noise benefits to maximum likelihood type estimators (M-estimator) for the robust estimation of a location parameter. Two distinct noise benefits are shown to be accessible under these conditions. With symmetric heavy-tailed noise distributions, the asymptotic efficiency of the estimation can be enhanced by injecting extra noise into the M-estimators. With an asymmetric contaminated noise model having a convex cumulative distribution function, we demonstrate that addition of noise can reduce the maximum bias of the median estimator. These findings extend the analysis of stochastic resonance effects for noise-enhanced signal and information processing. |
Keywords: | Maximum likelihood estimation; robustness; reactive power; noise level; distribution functions; stochastic resonance |
Rights: | © 2018, IEEE. |
DOI: | 10.1109/TSP.2018.2802463 |
Published version: | http://dx.doi.org/10.1109/tsp.2018.2802463 |
Appears in Collections: | Aurora harvest 8 Electrical and Electronic Engineering publications |
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