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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
Statement of
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
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Electrical and Electronic Engineering publications

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