Outlier Resistant Filtering and Smoothing. Part 3.
Abstract
We consider a stationary Gaussian information process transmitted through an additive noise channel. We assume that the noise and information processes are mutually independent, and we mode the noise process as nominally Gaussian with additive outliers. For the above system model, we first develop a theory for outlier resistant filtering and smoothing operations. We then design specific such nonlinear operations, and we study their performance. The performance criteria are the asymptotic mean squared error at the Gaussian nominal model, the breakdown point, and the influence function. We find that our operations combine excellent performance at the nominal model with strong resistance to outliers.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 23, 1986
- Accession Number
- ADA176964
Entities
People
- Haralampos Tsaknakis
- P. Patantoni-kazakos
Organizations
- University of Connecticut