Noise enhancement in robust estimation of location
| dc.contributor.author | Pan, Y. | |
| dc.contributor.author | Duan, F. | |
| dc.contributor.author | Chapeau-Blondeau, F. | |
| dc.contributor.author | Abbott, D. | |
| dc.date.issued | 2018 | |
| dc.description.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. | |
| dc.description.statementofresponsibility | Yan Pan, Fabing Duan, François Chapeau-Blondeau, Derek Abbott | |
| dc.identifier.citation | IEEE Transactions on Signal Processing, 2018; 66(8):1953-1966 | |
| dc.identifier.doi | 10.1109/TSP.2018.2802463 | |
| dc.identifier.issn | 1053-587X | |
| dc.identifier.issn | 1941-0476 | |
| dc.identifier.orcid | Abbott, D. [0000-0002-0945-2674] | |
| dc.identifier.uri | http://hdl.handle.net/2440/114288 | |
| dc.language.iso | en | |
| dc.publisher | IEEE | |
| dc.rights | © 2018, IEEE. | |
| dc.source.uri | https://doi.org/10.1109/tsp.2018.2802463 | |
| dc.subject | Maximum likelihood estimation; robustness; reactive power; noise level; distribution functions; stochastic resonance | |
| dc.title | Noise enhancement in robust estimation of location | |
| dc.type | Journal article | |
| pubs.publication-status | Published |