Robust M-periodogram
- 1 November 1998
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 46 (11) , 3104-3109
- https://doi.org/10.1109/78.726825
Abstract
A maximum likelihood-type M-periodogram is developed for observations contaminated by impulse random errors having unknown heavy-tailed error distributions. The periodogram is defined as being a squared amplitude of a harmonic signal fitting the observations with, a nonquadratic residual loss function given by the Huber's (1981) minimax robust statistics.Keywords
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