Robust detection of a weak signal with redescending M‐estimators: A comparative study |
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| Authors: | Georgy Shevlyakov Jae Won Lee Kyung Min Lee Vladimir Shin Kiseon Kim |
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| Affiliation: | 1. Department of Mechatronics, Gwangju Institute of Science and Technology, Gwangju 500‐712, South Korea;2. Kumoh National Institute of Technology, Gumi 730‐701, South Korea |
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| Abstract: | On finite samples redescending M‐estimators outperform linear bounded Huber's M‐estimators. To provide stable detection of a weak signal of arbitrary shape, robust Neyman–Pearson detection rules based on redescending M‐estimators of location are introduced and studied. It is shown that, on the whole, robust detectors based on redescending M‐estimators outperform conventional Huber's linear bounded detectors rules under light‐ and heavy‐tailed noise distributions both on large and small samples. Copyright © 2009 John Wiley & Sons, Ltd. |
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| Keywords: | robust detection redescending M‐estimators weak signals |
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