Robust Statistics for Signal Processing

Download or read book Robust Statistics for Signal Processing written by Abdelhak M. Zoubir and published by Cambridge University Press. This book was released on 2018-11-08 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.